When you add the Wmp.adm file to Administrative Templates in a Group Policy and enable the Do not install the default Windows Media Player Favorites in Media folder policy, it does not become effective.
To fix the problem, use Regedt32 to:
01. Select the HKEY_USERS hive.
02. On the Registry menu, press Load Hive.
03. Browse to %SystemRoot%\Documents and Settings\Default User and select the NTUser.dat file.
04. Press OPEN and type JSI in Key Name and press OK.
05. Navigate to JSI\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders.
06. Delete the Favorites value name in the right-hand pane.
07. Double-click JSI to collapse the hive.
08. On the Registry menu, Unload hive.
09. Navigate to HKEY_LOCAL_MACHINE\Software\Microsoft\MediaPlayer\Setup.
10. Double-click the CustomFavoritesURLs and FavoritesURLs strings and set whichever exists to no.
11. Exit Regedt32.
12. Use Explorer to delete the %SystemRoot%\Documents and Settings\Default User\Favorites\Media folder.
