My documents/ my User profile relocation

In Windows XP I could right click "My documents" and change the location of
the folder that contained all my stuff, for example to another hard drive
that had room for it all. Now I find that I have a user in the c:\user\xxxx
folder and all the subfolders that used to to be in "My documents" now
resides there along with several other program folders that used to be one
step up in the hierarchy. Now I want to relocate pickture/video/downloads
etc to another partition on the hard drive, but that seems a bit more
difficult now.

Anyone got an idea other than moving one and one folder?

Øystein