While in a folder right-clicking will display a context menu which has among others the item "new". When pointing to this line a submenu will appear which on my computer looks somewhat as follows:

     Folder
     Shortcut
     ----------------------
     Briefcase
     Bitmap Image
     Microsoft Word
     ...
     ...
How can I change this list?  Removing some items, adding others?  Zeegfreed

Easiest way is by using TweakUI if you have it installed. If not you can download it free from Microsoft web site.
When it is installed, one of the program tabs is "new", there you can remove or add new items to this menu.