Don't give up yet. I know that it is there somewhere. Is this computer that you are working on a work related computer? This makes a difference as with XP the admin can setup the symlink to point to other directories other than "Documents". It was the great security feature of XP at the time. The systems admin could setup the My Documents symlink among others, My Photos, My Video, etc. to point to where ever they wanted. I did a little research on Google to find that out. Check any obvious folder or directory inside your user directory first. Things with anything pertaining to documents, video, music, anything. Then check everything. He could have even put it into a hidden directory or folder and you might not be able to see it at all.

I will look a little deeper into it and see what I can find. You might be able to do the same. This has to do with Windows, not your Linux distros, that much I am sure. I still haven't had a chance yet to look at one of my housemates computers running XP but I will push them to letting me play with their systems. They do trust me to not look at their data, not that I would want to anyway. We will get this to work!! Rest assured.

lrfocke

http://en.wikipedia.org/wiki/My_Documents

The My Documents folder was first introduced in Windows 95 OEM Service Release 2, as a standard location for storing user-created files. The folder located under the root of the hard drive that Windows is installed on, is displayed (but not stored) directly on the user's desktop.
My Documents as it appears in Windows XP.

In Windows 2000, Windows XP and Windows Server 2003, the My Documents folder is located in the user's profile directory, as Documents and Settings\[user name]\My Documents on the same hard drive that Windows is installed on. It is important to note that "My Documents" in these operating systems is one of a number of Special Folders, which is a concept introduced in Windows 2000 to add a layer of abstraction between the user interface's presentation of the folder, and its physical location and contents. As such, "My Documents" in file load/save dialogs (and in Windows Explorer) doesn't appear as an absolute path. A user can change the physical location of My Documents by right-clicking on the My Documents icon, choosing properties, and choosing a new path in the Target tab.

If you right-click on My documents then choose properties, then Target but don't put in a new destination, you should be able to see where it is relocated to. I'll have to check but it makes sense. Like everything else with the puzzle, we will have to see.

lrfocke

bikrmagi,
I finally took a look at XP and found that it has been a long time since I have used it. For one thing, all your files are not stored in \users, but in documents and settings. From there go to your user name and once there you will see My Documents. The system that I got to check out did not redirect the folder so I can't tell you if yours is the same or if the files are located inside yours or redirected elsewhere. But if you dir the directory you should be able to see if any other directories look promising as a place for your files.
Good luck and keep in touch.
lrfocke

Could it be as simple as ... under view select Show Hidden files. !