To change MyDocuments location or,for example,you reinstalled Windows xp and you want to have your old MyDocuments folder with all your files,just follow these few easy steps.

1 >  Start

2 > Right click on MyDocuments

3 > Click on Properties

4 > Change the target folder location and press OK

If you want to use your old MyDocuments folder from a previous installation just click Find Target, browse to the folder you want and click OK

Click here for the Microsoft article

http://support.microsoft.com/kb/310147