You can protect the Start / Documents menu by deleting the document shortcuts at %SystemRoot%\Profiles\UserName\recent. Then set the permissions on this folder to Read for the UserName. You can do this for Default User also, setting permissions to Read for everyone.
You can use the following two (2) batch files: (With XCACLS from the resource kit)
REM Drive:\Directory\RECENT.BAT
%SystemDrive%
CD %systemroot%\Profiles
del %1\Recent\*.* /q
xcacls %1\Recent /C /G %1:R;R "Domain Admins":F;F System:F;F /Y >>Drive:\Directory\recent.log
REM Drive:\Directory\CALLRECENT.BAT
%SystemDrive%
CD %systemroot%\Profiles
del "Default User\Recent\*.*" /q
xcacls "Default User\Recent" /C /G everyone:R;R "Domain Admins":F;F System:F;F /Y >Drive:\Directory\recent.log
Call Drive:\Directory\recent.bat "UserName1"
Call Drive:\Directory\recent.bat "UserName2"
Call Drive:\Directory\recent.bat "UserName3"
. . . . . . . . . .snip. . . . . . . . . .
Call Drive:\Directory\recent.bat "UserNamen"
exit