The passage you cited is too generic. Let me comment that a right-click, properties on the My Documents item on the desktop reveals a Move button.
It's also interesting that in Word (or in my case Open Office) I can save my file where I want. It doesn't have to be in My Documents.
As such, why would I need to change this?
Using Win XP home
Relocate My Documents
(2K, XP, 98, Me) The first tenet of good file management is to keep your applications separate from your work documents. Windows even encourages this practice by giving you a folder called My Documents, which is located on your C: drive by default. But you don't have to put your data where Microsoft wants you to put it. To redirect the My Documents folder, right-click the icon and choose Properties. With the Target tab in front, click in the Target box and type the path to the drive and folder where you want to store your files (see FIGURE 2). In Windows 98, you can click Browse, select the folder, and click OK. If the folder name you type doesn't exist, Windows will create it for you. Recent versions of Windows will also offer to move the contents of the existing My Documents folder to the new location; feel free to click No if you want to reassign the My Documents location but don't want to move existing files.
My Documents Properties/TARGET/Target Folder Location...
"C:\Documents and Settings\user\My Documents"
Tried to change this and windows will not allow to be changed or deleted
Any suggestions on how to change this to something else?