The My Documents folder is in Windows Explorer. This is what you are seeing.
If you want a different view when you open Windows Explorer, do this.
First, click Start/All Programs/Accessories. Right Click the Windows Explorer item and select "Pin to start menu". This will place a shortcut to Windows Explorer on the Start Menu.
Click the Start Button again, you will now see the shortcut to Windows Explorer. Right Click Windows Explorer and select Properties from the menu. Click the Shortcut Tab. Enter the following in the Target Line:
%SystemRoot%\explorer.exe /e,
(Make sure you include the space and the comma)
Click Apply/OK.
Now, select Start and click the Windows Explorer link.
Is this what you were looking for?