Since I like to share my music, I've put all my music in the machine's SHARED DOCUMENTS folder. Thus, I've set up SD to store all its files there as well. Where this becomes an issue, is when I run updates. They ALWAYS want to go to the logged-in user's MY DOCS folder.
Can updates, skins, etc check first to see where things are before installing?
Also, might not be a bad idea to make the SHARED DOCS the default location, that way you can share that folder if you like without offering access to your personal files.