The location of XP folders like Documents & Settings and History are no longer in the same place. They are displayed when ‘hidden files’ are displayed but they are ‘Junctions‘, i.e. they are there for historical reasons so that old programs that would normally use them are redirected to the new Vista and Windows 7 locations. Junctions can be recognised by having a little padlock on the icon and cannot be accessed.
You can see a list of these folders using a command prompt. Click the Windows Orb (Start) > Run, type cmd /k dir /al (note the three spaces) and press Enter. The results will be a list of all the Junctions for the user folders, showing the name of the old XP user folder and the name of the new folder in brackets.