You have got two ways of doing it :
1) through Registry
2) via GPO
complete the following steps:
Start the registry editor (regedit.exe).
Move to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Network (create the key if it doesnt exist).
From the Edit menu, select New, then DWORD value.
Enter the name NoEntireNetwork, then press Enter.
Double-click New Value, and set the value to 1. Click OK.
Close the registry editor.
Log off and log on again for the change to take effect.
As i mentioned at the first place that You can also perform this procedure with a Group Policy Object (GPO) by selecting User Configuration, Administrative Templates, Windows Components, Windows Explorer, then No Entire Network in My Network Places.
Please let me know if you need further assistance on this.
Regard,
Vikas Shah