Remove Shared Documents in Windows XP

1. Open Regedit(Start- Run- Regedit)
2. Navigate to HKEY_LOCAL_MACHINE SOFTWARE Microsoft Windows
CurrentVersion Explorer My Computer NameSpace DelegateFolders

There will see a sub-key named {59031a47-3f72-44a7-89c5-5595fe6b30ee}. By Deleting this you can remove the 'Other Files stored on This Computer' group.