Or simply edit the registry, if you're comfortable with it, and change the following
Create a new DWORD value, or modify the existing value, called 'NoRecentDocsMenu' set the value to equal 1, this key can be found under the following path in the registry
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
Or, you can change it the key in either HKEY_LOCAL_MACHINE, to affect every user created on the system
--Mark