If you're comfortable with registry editing, delete:
{645FF040-5081-101B-9F08-00AA002F954E}
from
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace 
(For XP at least)
more detailed instructions available by googling 
 
or you can get a third party program like TweakUI to do it, as Sunny said 

 (That might make it a bit easier if you ever changed your mind and want it back too, you won't need to play in the registry to add it).