How to permanently remove my pictures, my music, etc in XP

Hope I understand you correctly:

So you're looking to permanently delete the folders which contains your
eBooks, Pictures, and Music
but Windows won't let you.
If yes

have you tried out the following:

1) start>run, type in:

regsvr32 /u mydocs.dll

and then delete them.

2) right click folder, select properties,put a tick in the hidden box, apply,ok,

Sorry if I missed your point, just reply back and I'll give it a second thouhgt

Good luck..

You could create a new Windows user account, log into that account and delete your old account as well as files.