How to Change the Storage location of "My Documents"

I just found out about this today, and I use Windows XP for some time now, 

so i guess there are others out there who don't know about this yet.

But normally windows saves the "My Documents" folder on your C-drive. 

But when you right-click on it and go to properties, 

you can change the location where you want windows to save your Documents folder.

I have a partition set up with just windows on it, 

and all my things i want to keep are on different partitions/disks. 

So now I put My Documents on another partition than where I have windows installed. 

If windows screws up and you have to format your C-drive again, 

your documents will be spared at least...