When you right-click on the desktop and select New, a list of default templates you can open up are listed.
To remove items from that list:

Start Regedit

Search for the string ShellNew

This should bring you to HKey_Classes_Root

For the items you want to remove, simply rename the ShellNew command

Renaming is safer that deleting it

Continue searching for the items you want to remove

You do not need to reboot for the change to take effect