Hmmm.... odd I just tried some code on a Non-Networked Windows XP w/SP1 and manually it does not seem to work as you say. If I redirect it via the GUI it works, but if I redirect it via the Registry as the KB articles say it does not change even if I reboot and set the HKLM key.

Getting late here so going to bed, perhaps someone else can assist you with this, as I won't be back on line maybe for another day.

Code:
Break On
Dim $SO
$SO=SetOption('Explicit','On')
$SO=SetOption('NoVarsInStrings','On')
 
Dim $UpdateMD,$ReadMD,$UpdateAD,$NewFolder
$NewFolder='D:\My Documents'
$UpdateMD=WriteValue('HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','Personal',$NewFolder,REG_SZ)
$ReadMD=ReadValue('HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','Personal')
$UpdateMD=WriteValue('HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','My Music',$ReadMD+'\My Music',REG_SZ)
$UpdateMD=WriteValue('HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','My Video',$ReadMD+'\My Video',REG_SZ)
$UpdateMD=WriteValue('HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','My Pictures',$ReadMD+'\My Pictures',REG_SZ)
$UpdateAD=WriteValue('HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\DocFolderPaths',@USERID,$NewFolder,REG_SZ)


Configuration of the My Documents Folder
http://support.microsoft.com/?id=221837



User Data and Settings Management
http://www.microsoft.com/technet/prodtechnol/windowsserver2003/technologies/management/user01.mspx