We simply don’t always want My Documents to point to the same location. Maybe we want to move it to external media, or maybe to a network drive. Either way, it’s simple to move. Right Click My Documents, click Properties and then click on the Target tab (in Vista it’s the Location tab). You can then change the path to the My Documents directory. Quick and easy.
To do so en masse is going to require a GPO: Go to the Group Policy console for an OU, open up the User Configuration then Windows Settings and finally Folder Redirection items. Then right-click on the icon(s) for the personal folder(s) to be redirected, selecting Basic or Advanced. Basic points everyone’s folders to the same path. Advanced will automatically append the %username% variable (not 2000 and below).