In fact you suppress all icons from the Desktop at the same time. I tried to rename my folder "Documents" into "My Documents" but when I click the Icon on the Desktop I got the message "the file doesn't exist"
maybe you will have less problems if you rename it to My_Documents (or altenrantively enclose "My Document" in a double quotes... if this can work....)
I am trying to stick to the habit of no using any space or accuented chars in filenames.... they are a source of problemes, sooner or later....
Using \ at the end of the word(s) just before the space(s) also works, so My Documents can be accessed with cd My\ Documents/ or an even longer name like This\ is\ a\ very\ long\ name/ also works :P