From the Start menu, select Run, enter the command
regsvr32 /u mydocs.dll to unregister the .dll file, then click OK.
Navigate to My Documents, then delete the automatically created folders that you
no longer want to appear.
The steps above disable the My Documents functions, so if your system is missing
some functionality, you'll need to reregister mydocs.dll. If you want to reregister
the .dll file, perform the above steps again but use the command regsvr32 mydocs.dll
Also if some programs use that folder as a default for pics, videos, downloads the program in question will recreate the folders so check all the programs you use.