the start menu link sounds as if it is defective.
1. Right-click the Start button.
2. Choose Properties from the context menu.
3. In the Taskbar and Start Menu Properties dialog box, ensure that the Start Menu tab is up front.
Click on that tab if it isn't up front.
4. Click the Customize button.
You need to click the Customize button by the Start Menu option, not the Classic Start Menu option.
5. Click the Advanced tab in the Customize Start Menu dialog box.
6. Scroll through the list of Start menu items to find My Documents.
7. Select the Display as Link option.
8. Click OK to close each dialog box.