Cannot Remove Access to Properties in My Docs Folder

[Bill]

Hello,

I have administrator access on XP Professional and have
moved users special folders (My Documents) from C: to D:
I've also enabled the policy setting: Remove Properties
from the My Documents context menu. But it doesn't work.
I've logged off and on, shut down and restart, but no
success. Is it possible to do what I'm trying to do?
Should I have used Folder Redirection rather than
specifying a new location on the Target tab?

Your help will be much appreciated. Thank you.

Bill