Interesting stuff. I looked at the registry entries the "Fix it myself" link has and it's all pointers to various locations on your hard drive. It shows three areas to look at. You can do this easily by using
reg query from a Command Prompt as follows:
reg query "HKEY_USERS\.DEFAULT\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders"
HKEY_USERS\.DEFAULT\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
AppData REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming
Desktop REG_EXPAND_SZ %USERPROFILE%\Desktop
Favorites REG_EXPAND_SZ %USERPROFILE%\Favorites
NetHood REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Network Shortcuts
Personal REG_EXPAND_SZ %USERPROFILE%\Documents
My Pictures REG_EXPAND_SZ %USERPROFILE%\Pictures
My Music REG_EXPAND_SZ %USERPROFILE%\Music
My Video REG_EXPAND_SZ %USERPROFILE%\Videos
{374DE290-123F-4565-9164-39C4925E467B} REG_EXPAND_SZ %USERPROFILE%\Downloads
Programs REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs
Recent REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Recent
SendTo REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\SendTo
Start Menu REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu
Startup REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup
Templates REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Templates
Cookies REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Cookies
Local AppData REG_EXPAND_SZ %USERPROFILE%\AppData\Local
Cache REG_EXPAND_SZ %USERPROFILE%\AppData\Local\Microsoft\Windows\Temporary Internet Files
History REG_EXPAND_SZ %USERPROFILE%\AppData\Local\Microsoft\Windows\History
PrintHood REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Printer Shortcuts
reg query "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders"
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
AppData REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming
Cache REG_EXPAND_SZ %USERPROFILE%\AppData\Local\Microsoft\Windows\Temporary Internet Files
Cookies REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Cookies
Desktop REG_EXPAND_SZ %USERPROFILE%\Desktop
History REG_EXPAND_SZ %USERPROFILE%\AppData\Local\Microsoft\Windows\History
Local AppData REG_EXPAND_SZ %USERPROFILE%\AppData\Local
My Music REG_EXPAND_SZ %USERPROFILE%\Music
My Pictures REG_EXPAND_SZ %USERPROFILE%\Pictures
My Video REG_EXPAND_SZ %USERPROFILE%\Videos
NetHood REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Network Shortcuts
Personal REG_EXPAND_SZ %USERPROFILE%\Documents
Programs REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs
Recent REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Recent
SendTo REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\SendTo
Startup REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup
Start Menu REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Start Menu
Templates REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Templates
{374DE290-123F-4565-9164-39C4925E467B} REG_EXPAND_SZ %USERPROFILE%\Downloads
PrintHood REG_EXPAND_SZ %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Printer Shortcuts
Favorites REG_EXPAND_SZ C:\ProgramData\Microsoft\Windows\Start Menu\Programs
reg query "HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders"
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Common Desktop REG_EXPAND_SZ %PUBLIC%\Desktop
Common Documents REG_EXPAND_SZ %PUBLIC%\Documents
CommonPictures REG_EXPAND_SZ %PUBLIC%\Pictures
CommonMusic REG_EXPAND_SZ %PUBLIC%\Music
CommonVideo REG_EXPAND_SZ %PUBLIC%\Videos
{3D644C9B-1FB8-4f30-9B45-F670235F79C0} REG_EXPAND_SZ %PUBLIC%\Downloads
Common Start Menu REG_EXPAND_SZ %ProgramData%\Microsoft\Windows\Start Menu
Common Programs REG_EXPAND_SZ %ProgramData%\Microsoft\Windows\Start Menu\Programs
Common Startup REG_EXPAND_SZ %ProgramData%\Microsoft\Windows\Start Menu\Programs\Startup
Common AppData REG_EXPAND_SZ %ProgramData%
Common Templates REG_EXPAND_SZ %ProgramData%\Microsoft\Windows\Templates
Also checked and this MS site is still active:
http://support.micro.../ph/6527/en-us/ though you need a Windows Live ID and must use IE as it requires an ActiveX Add-on to run (I think).