Its not easy to make these folders disappear forever - certain programs seem to recreate them if they arent there. But you can make windows stop recreating them just because they arent there.
You need to unregister the mydocs.dll file which handles these functions:
regsrv32 /u mydocs.dll
then you can delete the documents without any issues. If you then have problems with My Documents et al not working 100%, you can reregister the above file using:
which will restore the functions, but usually it wont result in a reoccurance of the directories.
Please note that I take no responsability for your system, you run the above commands at your own risk and they are provided with no guarantees on my part. In short, if they dont work, if they cause damage (they shouldnt), if they steal all your valuables, if they run off with your wife - I am not liable. K?