When this menu like item appears, can you right click on the text "My
Documents," select Toolbars and uncheck "My Documents"? I ask this because
your description sounds like a floating toolbar for My Documents.
With a toolbar that has been configured to AutoHide, it would come into
view whenever the mouse cursor passed over the area where the toolbar was
hiding.
Example: If you left click and drag the "My Computer" icon from Windows
Explorer and drop it at the very edge of the monitor, a My Computer toolbar
appears. It has a background similar to that seen in a right click menu and
lists the same items you would see in a My Computer window. Right click to
see the AutoHide, other configurable options and the "Toolbars" option
where you can uncheck My Computer to remove the toolbar from the desktop.
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Sharon F
MS MVP - Windows Shell/User