What's a "gaming machine"?
The best way to stop Windows (or Linux?) or some other program that runs at startup recreating that folder (for whatever reason it does it, that's not clear) is to NOT delete the current one.
If you don't want to see it, hide it (the 'hidden' attribute in the properties of the folder) and all will be fine.
I have a new Samsung gaming machine. At start up I always get a new folder (My Shared Folder) on the desk top. I delete it but it reappears at start up each time.
How can I stop it from recreating this folder at each start up.