Change The Storage Location Of 'My Documents'

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...