I tried multiple solutions to remove these annoying links in the windows explorer shell (win7 / 2008 R2), but none worked perfectly. But thanks to Appsense EM it’s pretty easy to get rid of these useless things.
The trick is to create the apropriate actions for a “Process Starte” trigger. Just trigger explorer.exe. This will hold short the shell from initializing and performing the required actions.
I have exported this configuration as a XML template. You can download it here and import it into your EM policy.