For the My subfolders:
To prevent Windows XP from re-creating the 'My ...' sub-folders in 'My Documents' after you delete them:
1. Click start -> run
2. In the Open box, type regsvr32 /u mydocs.dll
3. Click OK and then click OK again to the 'DllUnregisterServer in mydocs.dll succeeded' dialog
4. Delete the My ... sub-folders that you do not want
For Documents on Start menu:
The Documents menu is a nuisance for those who never actually used it.
To remove, launch registry editor.
Scroll to HKEY_CURRENT_USER\Software\Microsoft\Windows\ CurrentVersion\Policies\Explorer
Right-click on the right pane and select New, DWORD Value. Name it NoRecentDocsMenu.
Double-click and enter 1 as value. To restore the Documents menu, reverse the steps by changing 1 to 0 or delete DWORD value