This is a strange bug in Windows XP Pro but it can and does happen to everyone. When you open the My Computer screen and your Documents folder is missing but all the other users folders are there try this tweak.
START > RUN > REGEDIT >
HKEY_LOCAL_MACHINE / Software / Microsoft / Windows / Current Version / Explorer / DocFolderPaths
Once you click the DocFolderPaths folder you should see all the user's folders.
Add a new string value
Value Name: your user name
Value Data: the path to your docs folder ( ex. C:\Documents and Settings\your docs folder )
Exit Registry editor and open my computer, your docs folder should now be visable.
I hope this helps those of you stranded with this problem!