How to remove Recycle Bin from the desktop

Run REGEDIT.
Find NAMESPACE key in left pane (HKEY_Local_Macine \ Software \ Microsoft \ Windows \ Current Version \ Explorer \ Desktop \ Namespace)
Expand NAMESPACE (click '+' box)
Delete the value RECYCLE BIN in right pane.
Note: Be careful while editing registries it can cause serious damage to your system.

Easy Way to Lock a folder in windows XP without any software

Make a Folder in C drive rename it as "abc" without quotes.
Now open Command Prompt from Start Menu.
Type "attrib +s +h C:\abc" without quotes and press enter.
This command will Make your folder invisble and it can not be seen even in hidden files and folders
To make it visible again type "attrib -s -h C:\abc"
You can lock any other folder also by changing the location C:\abc to address of your folder.