My Documents" icon is missing from the Start Menu in Windows XP
Resolution:
Right click on Start button
Select Properties
Click Customize button
Select Advanced tab.
Scroll down through the list of Start menu items until you locate My Documents in the item list.
Select either "Display as a link" or "Display as a menu". (It may already be selected. If so, unselect it and reselect it.)
Click OK and close the windows