If you right click on the Documents link on the start menu and choose properties you have a tab named "location" (or something like that, I'm using a swedish vista, so it's "Plats" for me ), from there you can reassign the location of it as you see fit.
Actually, I prefer to have multiple locations so all programs see the folder. The hard link solution I found allows that. But it doesn't explain why Object Dock can't find the folder. Whether I express it as "C:\Users\Will Pittenger\Documents", "c:\Users\Will Pittenger\My Documents\", or "e:\" (My Docs is a partition on this system); Windows has things mapped to the same destination. I don't see why Object Dock should even bother attemptting to access it via other means.