1. From the control panel, select, display.
2. Go to the desktop tab, and then tab to the customize desktop button, and hit the spacebar on it.
3. Here you have 2 options, either restore to the defaults, or select the My documents , icon 3 state button, and hit the spacebar on it.
4. Tab to the okay button, and hit the spacebar on it, then tab to the apply button, hit the spacebar on it as well, and then press enter to close the dialogue.

You are done. Note: The My documents folder, cannot be deleted, because it is a system folder. The desktop icon for My documents can be deleted, since it is only a shortcut. The icon will not show up in the recycle bin, since when you delete it, in effect you are only de-selecting the 3-state button in the display settings.