Thou shallt sweat it not. Everything is OK.
You have encounterd a "Junction Point" or link as Microsoft likes to call them.
I prefer to refer to them as a "forwarding address".
Microsoft moved where somethings are kept. To accommodate older software then they use Junction points.
Documents & Settings is going to point to %systemdrive%\Users
If you run cmd.exe, then you can run dir /al and see this link.
I'm pasting in a clip from my toshiba:
Volume in drive C is ToshibaC
Volume Serial Number is 14F5-F34B
Directory of C:\
13-Jul-09 21:53 <JUNCTION> Documents and Settings [c:\Users]
0 File(s) 0 bytes
1 Dir(s) 30,083,604,480 bytes free
Oh yes, to see all of them go to %systemdrive% and enter
dir /al /s
the /s tells dos to recurse thru your subdirectories.