The My Recent Documents folder display a list of files and documents that you have used Recently. At times it can also be a threat to your Privacy. It is really very annoying to Clearing it manually. You can make this folder Empty whenever you Shutdown or Logoff your Computer or you can also stops all your recently opened documents from being saved in a list.

So Here is the Trick on how do it:-

A ) Empty My Recent Documents Automatically on Shutdown or Logoff

1) Go to Run than type gpedit.msc and press enter
2) Than Navigate to User Configuration > Administrative Template > Start Menu and Task Bar
3) Than on the right side look for the Clear history of recently opened documents on exit option.
4) Double Click it & select Enable Option & than just Apply it.

B) Disable Recent Document History
1) Go to Run than type gpedit.msc and press enter
2) Than Navigate to User Configuration > Administrative Template > Start Menu and Task Bar
3) Than on the right side look for the Do not keep history of recently opened documents option.
4) Double Click it & select Enable Option & than just Apply it.

you can do the same thing with Registry editor also.

Tha's It...