If you would like to change the location of the Documents folder to a new location:

1. Create the new location's folder
2. Click on the Start button
3. Right click on My Documents
4. Select Properties
5. Click on the Location tab
6. Click on Move and select the new location you just created

For example, I prefer to keep all my data on a second partition for easier backup. My Documents folder is moved to D:\Data\Documents