Programmers that write stuff that saves settings in "My Documents" are truly stupid. Settings are SETTINGS! My Documents are MY DOCUMENTS! They are different kinds of files and not interchangable.
This started bothering me when I'd look for game saves and they aren't in the game directory, instead they are tucked somewhere under My Documents. It also gets cluttered with program installs stuffing their crap in there! ARRghghghghgh!