The file structure on Vista is different. On XP the tree was C:\Documents & Settings\[YourUserName]\My Documents and on Vista it is C:\Users\[YourUserName]\Documents. If you used the Windows Easy Transfer that`s where Vista would have transferred the however I guess you transferred them manually.
Simply find your old "My Documents" and move them to the default Vista Location.
Incidentally, "My Music" is no longer a sub folder of My Documents in Vista so you might want to move the entire contents to C:\Users\[YourUserName]\Music and similarly with Videos.
Hope that helps.