It’s possible to refer to e.g. My Documents folder on your own computer by the path you know, and it’ll work. But if you want to distribute your program among users, you cannot expect the fixed path to work. E.g. Windows allow you to save user’s profile folders anywhere on the disk you want; it’s not a rule that all are saved under Documents and Settings; e.g. mine are saved under folder called Profiles, since I wanted to preserve the original Documents and Settings from my previous Windows installation. Also, Windows need not to be installed under C:\Windows; mine are under C:\Windows.1.
But, there is a (quite) simple way to find all the necessary system folders in Windows. All you have to do is be a bit careful.