Since you cannot do this from the .NET UI, you will have to resort to messing with the registry.
*** Serious problems might occur if you modify the registry incorrectly!!! ***
*** Modify the registry at your own risk!!! ***
That being said... Open up RegEdt32 using the Run command from the start menu.
(for .NET 2003, use 7.1 instead of 8.0, for .NET 2002, use 7.0)
Then, from the right hand window, select the values that you do not want, and press delete. The value names are File1, File2, ...
Be aware that you will need to renumber these to be in order from 1 on...
If they are not in exact sequential order, they will not load on the start page. This is not documented on the Microsoft KB article (http://support.microsoft.com/kb/919486)