the "show/hide columns on this page" link at the bottom of the page is exactly that. "this page."
To have it displayed for every page, go to:
My Stuff > Preferences
Toggle:
Turn off the left column: Yes
Turn off the right column: Yes
You'll see these settings if you have them enabled within your Control Panel
Control Panel » Portal Settings
Allow Users To Turn Off The Left Column
Allow Users To Turn Off The Right Column
