BY 'a thing' do you mean that you cannot see any of 'My ocuments' and / or that there are no other applications installed.
If you do not have any applications [office, games etc] showing, then I would suggest that you have performed a dual boot installation of Xp.
If so then Uninstall XP Pro and do a new installation and Upgrade the Existing XP Home.
To confirm, 'explore' you hard drive and see how many Windows directories and search for 'My Documents': just see how many results there are for the search and note down all listings. Then explore your hard drive and confirm that your documents do exist on the PC. This will verify if you have a dual boot system.