Removing shortcuts from the Desktop is as easy as right-clicking and choosing Delete. They just go away; no harm done. You can tell an item is a shortcut if it has a little arrow beside it, as shown here. [See Image 1]
You can also right-click and delete default folders like My Documents, My Network Places, My Computer, and Internet Explorer in Windows XP, and Documents, Network, and Computer in Windows Vista. Even though these aren't technically shortcuts, they’ll be safely removed and their contents won’t be deleted and moved to the Recycle Bin. However, if you want to remove a folder that you created on the Desktop and the folder is not a shortcut to another folder, you have to be more careful. If you delete a folder you’ve created on the Desktop, its contents will be deleted as well. [See Image 2]
Therefore, if you have created a folder on the Desktop and added data to it and you later decide that you don’t want it on the Desktop anymore, your best bet is to drag and drop the file to another area. You can drag it to the My Documents (or Documents) folder, to somewhere in Windows Explorer, to a separate hard disk, or even to a network drive. Dragging and dropping moves the file from the Desktop without deleting its contents.