"Invisible" My Documents folder?

As of late I've been having issues with my copy of a game called Borderlands. I start the game fresh, have fun, and decide to call it quits for the night; I save and turn it off. Next time I play it, I find my save file not saved at all, and my configurations for the game have reset as well.

I looked into the problem, and I found out that it's a common issue among users with multiple partitions. Found one of the fixes to be to just manually create the folders the data is saved. The directory for the first folder was located in "USER NAME\My Documents\", so I navigated to that directory. Didn't see a My Documents folder, so I had decided to create one myself. Lo and behold in my first attached screenshot, Win7 tells me there is already such a folder located there. At this point I'm pretty confused, since I have all hidden files and folders showing, as I have displayed in the second screenshot provided. So I have an invisible My Documents folder?

I can access it by manually inputting "USER NAME\My Documents\", but otherwise I can't see it, nor can other programs seem to interact with it. I have no idea what's going on with this, so, as this posted thread implies, I need some assistance here from Seven Forum's best, lol.

Thanks in advance, and I apologize for the long post.

Scratch that, seems I found the problem. I had set up my other partition to be the default Documents location. Simple right-click menu did the trick. I'll be installing my game again to see how it works now.

xxxdannyxxx and JaidynM, I appreciate the help, especially with the link to the thread with the step-by-step instructions on how to restore the default location of these folders.

Thanks. :)