| OK Daniel, first the easy way:
Check all your startup folders for shortcuts to the My Documents' folder and delete them.
Failing that, the not so easy way:
Open Regedit and change the following key:
HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\WINDOWS NT\CURRENT VERSION\WINLOGON
When you get to WINLOGON look in the right hand pane for USERINIT click on it and change it from C:\windows\system32\userinit.exe,c:\windows\system 32\userinit.exe
to C:\windows\system32\userinit.exe, (make sure you are (a) comfortable playing with your registry and (b) you copy it exactly as written) | 
