You may "repair" this problem via a registry-script.
The reg-path responsible is:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
There you'll find the different entries for Documents, Music, Pictures, etc...
Depending on your client-os you may run a reg-script which sets your used entries to e.g. \\gs-servNEW\users\%username%\my documents.
Due to the fact, that this is located in HKEY_CURRENT_USER every user has the permission to change the value(s).
This can then easily be set via login-script, or via gpo (Windows -> Start-Script).
Ove