Remove the New option from the explorer context menu

To remove the New option: In the registry editor navigate to: [HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\Background\shellex\ContextMenuHandlers\New]

In the right column you'll find a REG_SZ value named (Default) whose data equals: {D969A300-E7FF-11d0-A93B-00A0C90F2719} Delete this (Default) value. That's it.

Now right click on the desktop and check if the menu has an entry named 'New'.

To restore the New option import the following in the registry: Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\Background\shellex\ContextMenuHandlers\New] @="{D969A300-E7FF-11d0-A93B-00A0C90F2719}"