Ok, I don't like not having any idea how to do something in Windows no matter how trivial it is, so I spent awhile looking for the answer by looking through the reg. keys , and I noticed this buried in the registry, when you use your keyboard Windows button and E it loads Windows Explorer with My computer as its open section not my documents, and when you click on the link off the start menu it loads Windows Explorer with my documents open,.. well the answer lies in the loading keys...
anyway to make a long and boring story short I figured out how to make it load the way you want it to, ie with My Computer open and not My documents, on the Windows Explorer link in the start menu, or whatever link you use to start the program, ie I don't know if you have a link on your desktop or not, anyway right click the Windows Explorer link > Properties > the box that says target should look something like this:
It may have an actual path anyway it doesn't matter, long story short change it to this:
that's it /e ! it's the difference between the two..... took me an hour looking through the registry to figure that out, no help files exist for it or anything and its just a stupid switch... I couldn't believe it, another strike for Microsoft in my book (strike 1,232,093,022)
Hope it helps