Changing My Documents location - not Admin account

I am trying to use Peer to Peer networking with Windows XP Professional. I have set up shares for each user and set share permissions and NTFS Permissions. I then redirected the My Documents folder for each user to the network shares. If all users are Admin accounts, then I have no problems, but if I remove users from the Administrators group, My Documents will revert back to the default setting instead of the Network location. If I try to move it, it tells me that that location can not be used for My Documents

How can I get non-admin accounts to have the permission to redirect My Documents to a network share?