Alejandro,
We do this on our workstations. The My Documents folder is in each User's file on the network server. No matter which PC you log into your My Documents folder is set to the folder on the network. The only gotcha that I am aware of, is that if you have a lot of users and they store music, video or photos they will store them to the default locations in My Documents. This has caused us some problems with storage space. Everytime they play a CD the Media Player was defaulted to rip the CD to the My Documents, My Music folder. We wrote a logon script to change the default to a temp folder under the users profile on the local machine.
James Harvey, MCP
Memphis Police Department
225 Channel Three DR
Memphis, TN 38103
901 577-1296