The problem is that when you turn WFP back on, the folders will reappear. The way to permanantly remove these folders is to get a patched copy of sfcfiles.dll and add it to your Windows CD. The patcher can be downloaded here. Once sfcfiles.dll is patched, run modifype on it, makecab it, and replace it in the i386 folder of your Windows source CD and you're good to go.