I did the same thing, unchecked Show Hidden Files & Folders, yet they are still there.
Okay! It worked for me no worries. I guess you must be doing it wrong.
Have you tried swapping hands with your mouse to see if that works?
Seriously, though, unchecking 'Show Hidden Files and Folders' should have done it. Having said that, I still have two folders showing on C: drive, but I think they are supposed to be there as part of the program's functions. However, all the others are now hidden.