Also check:
Start Menu -> Programs -> Startup. See if you have a shortcut to My
Documents.
If you are feeling adventurous, you can check the Registry for the
contents of this key:
hkey-local-machine\software\Microsoft\Windows\CurrentVersion\Run
There may be a My Documents there (although I wonder how that would get
there). Perhaps some new software installation did it?
Be VERY careful when working with the registry. Unwanted changes can
have unwanted consequences (and potential bad problems).
