Windows stores the names of previously mapped drives, this can be a security threat if vulnerable hidden shares are listed. An advantage is that this key can also be used to set default items for list, if for example inexperienced users where required to map common drives, your could store them here.

1. Open the registry ( Start >> Run >> type "Regedit" >> Hit Enter.2. Navigate to the key : "HKEY_CURRENT_USER \ Software \ Microsoft \ Windows NT \ CurrentVersion \ Network \ Persistent Connections"

3. Listed under this key are all the shares Windows has stored for the current user, simply delete the entries you don't want to store. Or add new ones by adding a new string value, and name it by incrementing the alpha values already in the list. Set the data to equal the drive share you wish to add.

Note: This change affects only the current user, to change the defaults for all users modify

"HKEY_USERS \ .DEFAULT \ Software \ Microsoft \ Windows NT \ CurrentVersion \ Network \ Persistent Connections" instead.
source :Tech Guru