Folder redirection hurts my head..
[Please save any mention of shell folder redirection for another thread]
It's possible some of this is editing GPOs on 2008. Go to a GPO to folder redirect Documents (in this case based on group) and pick the action "Create a folder for each user under the root path". For \\<server>\somepath\ it ends up looking like this:
If instead you use "Redirect to the following location" and you type the entire path (note this now contains "My"):
Then exit and go back to it again, it still has the path you entered but has automagically changed the action to "Create a folder for each user under the root path". And with that action displayed on the redirect no one will ever figure out how you got that "\My Documents" at the end rather than it's usual "\Documents".
Figuring out how the "My" got there just took me an irritatingly long time. I now hate the GUI for this policy area and next time I think I'll just go and edit the fdeploy.ini directly.