By default, the “My Documents” folder in Windows leads to some arcane directory path in Documents and Settings. But, what if you want to reroute My Documents so that it leads to another location? Its quite easy. The following is taken from Microsoft’s knowledge base:

When the properties of the My Documents folder (the desktop icon) are displayed and a group policy has not been established to redirect the folder, you can change the path to the My Documents folder and you can move the contents from the old location to the new location:

1. Right-click My Documents (on the desktop), and then click Properties.
2. In the Target box, type the new path to the My Documents folder, or click Move to browse to the folder and if needed, create a new My Documents folder. If the path you type does not exist, you are prompted to confirm creating a new folder.
3. Click Yes to move files from the old My Documents location to the new location, or click No if you do not want to move these files. Note that clicking No does not delete the files in the old location, but means they are no longer visible from My Documents after the change.