Thanks Clareq!
By looking on the error you got, it seems that token "UserDocuments" is not present on the end-users' machine, that is, environment variable of UserDocuments is missing on client machine.
You might be encountering this error because you would have selected "Deploy To" option under "Installation Location". And in the text box next to "Deploy To", you might have mentioned "%UserDocuments%". Could you please confirm that you specified somehting similar to that?
If this is the case then you should opt for a token which is available on all the machines where you are deploying the MSI package. Or, alternatively you could select default location.
Thanks,
-Chandan