If you can see My documents, then I guess, in the view options, you have revealed the "protected operating system" files?
The "My Documents" folder is no longer a "user" folder. It is known as a "junction" folder. There are several such, in Windows 7. The designations and paths of user folders were chnaged around, in order to handle older programs more comfprtably. The only use of the junction folders is, as implied, for backward compatibility.
If, for example, you install a program which was originally designed for XP, and has not been updated in any form, then the programs built in installation will be looking for the old paths. Once found, it should normally plant its associated files in thos junctions. Windows 7 OS will then copy them over to the new folders, where it will use them and, from that time on, ignore the files in the junctions.
Any attempt to take ownership of those (junction) folders will lead to a cycle of duplicate files and eventually crash your OS.