I find it much easier instead of going to My Documents, just go to Computer -> Local Disk C: -> Users.
Then you will see the folders for the different users on your system. Don't click on the folders with a "shortcut" arrow on the icon. Those will give you "Access Denied".
Instead click on the folder with the name of the User. That will open a window with a bunch of green folders that you can get into, like Desktop, Documents, Downloads, Music, Pictures, etc.