I assume you mean the Documents folder on the start menu.
I don't know of a way to delete it but you can clean it out. Right click on the Task Bar, click on Properties, there is 'Clear' button under a tab on the properties box. If you find a way to delete it then let me know.
You really can't get rid of it forever you can delete it but windows will but an empty one back in the directory. Most office and applications that use the windows interface use my documents as the default directory to store docs.
instead if left clicking the start button, right click it and then select open. It will open a window with all of the shortcuts listed...there are two for the documents, you can try deleting them.
You can't change that part of the menu without reprogramming windows, that a job for an msce or someone who owns a windows book. You can only get rid of the two office doc short cuts in the top part of the menu by deleting the short cuts.
I have a utility that clears the folder automatically...it is called Tweak UI, but I am on NT and it does it at logoff. There is most likely another utility that will work with your op system....just do a search on it.