OK I have followed the instructions and downloaded the .reg etc but no folder has appeared?
I have restarted my computer 4 times but I still don't have a My Pictures folder.
The only difference is now in the libraries tab, none of my photo folders are showing anymore (as they were in the above screen shot named with dates)
Something which I think is new though, is a folder simply named Pictures, which is inside the library item Pictures. It's empty. Is this my new My Pictures?