Documents moving mysteriously on Windows 7?

Even though I switched back from Os X when I bought this laptop, I have been pretty happy with Windows 7 so far. Yesterday I ran the usual updates and cleaned up the startup settings, killing useless background processes like some Windows media player internet thing which I did not even know existed and is of no use to me since I do not use Windows Media Player (and if I did I would not want it to connect to the internet without my explicit consent). Then I booted my machine this morning and my entire documents folder was gone!

I was using a "documents" folder and not "My Documents" as I find that name silly for everything on my computer is mine. I frantically looked in the recycle bin, fearing my infant son may have pressed delete. No luck finding my stuff there either. I did finally locate everything: all my files were moved to "My Documents"! Aargh! The weirdest thing: all references to "documents" still work, probably because there is a library (an addition to the OS for which I have found no use yet) called "documents" which points to "My Documents"

I guess I need to conform to the Microsoft conventions and use "My Documents"… Sigh.

I am wondering: is it just me or did this happen to anyone else? A quick search did not reveal anything.