How can I permanently delete My Folders in Windows 7?

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

After years of frustrations, I believe that I may have found one solution. Start a terminal with Start: Run: cmd, then move to the folder containing the one to be removed (e.g., My Videos) with CD (e.g., cd c:\users\me), then use RMDIR /S videos. The S option allows to remove all the files contained in a directory as well as the folder itself. These folders are not really folders, but JUNCTIONs (see @RonK answer); with /S, you delete the folder as well as the linked folder (which otherwise is not visible).

I finally understood after having "Access denied" error messages. Although I was the owner of the My Videos folder, it could not be removed because, in fact, due to the JUNCTION, it was not really empty. With the /S option, it got erased cleanly.

In my case, Windows Media Player was not involved because I had removed it a long time ago from my computer.