Documents folder in My computer

I recently upgraded to winXP and all is going real well. I created a seperate partition for my documents, etc, as I need to access them from linux (system is NTFS, documents are FAT32). I mounted the partition under the folder /documents and settings/robert – robert being my user name.

My problem is that when another user logs on, the can access all my files through the shortcut in my computer, how can I get rid of this icon?
Thanks.