iTunes & My Music folder wont link

In my recent set up for my i Tunes, an error message appeared saying "The
folder "i Tunes" cannot be found or created, and is required. The default
location for this folder is inside the "My Music" folder.

I was recommended to install Tweak UI to resolved this problem, I did
everything according to instructions and found no "My Music" folder in the
selection option.

I check "My Document" directory and found that the "My Music" Folder is
present, however, unlike "My Photos" and "My Videos" folder, the "My Music"
folder has an icon of a folder with the music note missing.

Help!