Disable side panel in "open" window

I just forgot how to do this: When you open a file in any program, the window shows you a panel with a few icons on it ("Recent Documents", "Desktop", etc). I want to disable that panel. It was thru Group Policy? I can't remember...

No, I already changed that. It's more simple, for example: When I start Winamp, and push the "open" button, a new window appears called "open file(s)". At the left of that window, there's a dark grey column, with five icons: My Recent Documents, Desktop, My Documents, My Computer, and My Network Places. I want to remove that column, I just can't remember how...