I prefer that the
My Documents link on Windows desktop opens my home directory (
C:\Documents and Settings\Logon Id), since I have very little use for the actual documents folder, and instead make heavy use of other folders inside
\My Documents (or
\Omat tiedostot in the Finnish version) from
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders\Personal, then logging out and back in does the trick.