Do people not look for things on their own any longer? Well okay - so it's buried in the FAQ section here - and near impossible to find.
(Admins! Let's get a FAQ section that people will actually -think- about using!!!)
Start Menu - directly from the FAQ:
How can I link to the StartMenu with ObjectDock?
Copy and paste the following in a text editor.
set wShell=wscript.createobject("wscript.shell")
wShell.sendkeys "^{ESC}"
Save with .vbs extension. Pay attention to where you save it. Now link to the file in the Dock Item Properties.
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As for your 'My documents' - just create a shortcut link to your My Documents folder, which is generally "C:\Documents and Settings\\My Documents"