Moving "My DOcuments" and remainder of "My" files to second drive

From XP experience I can easily move My DOcuments from one location to
another AND it moves all aditional folders such as Desktop, Pictures, etc.
Great! Now, Vista has all folders separate so you have to relocate them
individually. So here's my problem:
1. My second HD is called Bookshelf;
2. I create a new folder in Bookshelf named personal;
3. I go back to my desktop, right-click on "Documents", Location and Move...;
4. I point to: Bookshelf/personal/ and click OK;
5. Vista starts to move the files.

WHen it's done, the folder "personal" is no longer there, all of the
contents of "Documents" is now on the root directory. If I try to create the
folder "personal" it comes back and tells me that the folder already exists
but there's nothing.

I then try to do the same with another folder such as Pictures. I point to
Bookshelf again but this time, instead of making a folder called "Pictures",
it just dumps all of the contenst intothe root directory AGAIN! So now all my
files are all mixed up!

Is there an easy way for me to have folder structure that looks kinda like:
Bookshelf/Documents
Bookshelf/Pictures
Bookshelf/Videos

AND have Vista point to the right place???

Thanks,

milkeyway