In order to remove items from your context menu; you must first take full ownership of the file/folder before being able to remove it.
1. On your keyboard, hit Windows+R and enter 'regedit' in the popup window.
2. Navigate to HKEY_CLASSES_ROOT\DesktopBackground\Shell\Gadgets\command
3. First, you will need to right click on the 'command' folder and click on 'Permissions...'
4. Click on the 'Advanced' button and follow step 5.
5. At the top of the window, you will see 'TrustedInstaller' and a link to 'Change' it. This is who owns the file, registry, drive, or folder that you have selected to take ownership of. Click on 'Change' and type 'Users' then click 'OK'.
6. Under all of the permission entries, select the user account you are using or want to give permission to and then click on the 'Edit' button.
7. Check the 'Full Control' box and click 'OK'.
8. Right-click on the highlighted folder (which should be 'command') and click 'Delete', then click 'OK'.
*NOTE: You will have to do this for each folder you want to delete.
Now that you've deleted the 'command' folder, you can delete the 'Gadgets' folder by following the above steps and right-clicking over the folder after you've applied your permissions, and deleting the key from your registry.
Remember to give 'Full Control' to the account you are using or else it will not delete the folders.