To Stop Windows Explorer from opening My Documents: Check your settings here:
Start/Run/Regedit
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
In the right pane under Userinit - Change the key that reads:
C:\Windows\System32\Userinit.exe,C:\Windows\System32\Userinit.exe
To:
C:\Windows\System32\Userinit.exe,
And also here:
HKEY_CURRENT_USER\Software\Microsoft\Windows NT\CurrentVersion\Windows.
In the right pane, check your settings under Load.
This problem can be caused by a Trojan virus.
Line 228 - Stop my documents from opening upon boot
http://www.kellys-korner-xp.com/xp_tweaks.htm
Note you can save the registry key first by:
On the File menu, click Export.
In the File name box, type SaveKey, and then click Save.
Or create a system restore point prior to editing.
Note: If the registry key is not there, you can simply create one by going
edit>new.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;322756
HOW TO: Back Up, Edit, and Restore the Registry in Windows XP
Disclaimer: Modifying the registry can cause serious problems that may require
you to reinstall your operating system. Use the information provided at your own
risk.