It uses the system assigned path into your My Documents folder. So you would have to go to the properties page of My Documents and move everything to another drive. Might take a while if you have a lot in there (mp3's and such).

Otherwise, you may be able to free up a lot of space with the Drive Cleanup wizard on your drive's property page. Mileage will vary depending on Windows version and how much you have in system restore, winupdate backups, and assorted temp files. I've seen the utility reclaim roughly a dvd's worth of space in Win 8.1.