With this trick you will remove all drives from My Computer (Floppy, Hard Disk, DVD Drive...).
1. Start --> Run,
2. In Run window type regedit and find next: HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ Policies \ Explorer
3. Here make new "DWord Value" and give him name NoDrives.
4. Now just change his Value on 3FFFFFF (Hexadecimal)