You should be able to move the "target" of your "My Documents" folder on each machine. "My Documents" is actually a redirection that is done within the Windows Explorer shell, and is easy to reassign on the face of it. I have not tried this on a network drive, so there are no guarantees. I have successfully reassigned My Documents to what is (to me) a more accessible directory on my hard drive. Here's what you can do:
1) Set up your network and your network drive. Make sure that it is assigned a particular letter for each machine. (Assign permanent drive letters under Control Panel --> Administrative Tools --> Computer Management --> Disk Management. This should work for network drives as well. Someone correct me if I'm wrong; again, I haven't done this before.
2) On your computers, open Windows Explorer. From My Computer, right-click on My Documents and select properties. The first thing that pops up is a "target folder location" screen. Select "move" and pick the desired folder on your networked drive (i.e., computer 1's documents, computer 2's documents, etc.). You may have to physically copy everything over, but then it will be on the networked drive and everything should work smoothly. That is, in the future, Windows will go to the target location whenever you look in "My Documents"
по секрету - это была первая ссылка в google по запросу:
windows move documents and settings