Ok...this is what I found...and it worked. (this was my problem as well)
To Stop Windows Explorer from opening My Documents
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,
Tip: This problem can be caused by the DlDer Trojan. More information here:
http://securityresponse.symantec.com/avcenter/venc/data/w32.dlder.html
When I was in the registry start - run - regedit I hilited "my computer" then used the edit button..went to "find"..typed in Dlder and the key came up along with a couple others I had to get rid of "Ncase" and PSW.Biss.exe
I noticed that these were in the "search assistant" folder that is part of the MSN Toolbar. I used add / remove programs..uninstalled the MSN Toolbar...rebooted
And My documents no longer opens and my "quick launch is back"
Hope this helps you too.
G