Users are accustomed to saving documents, pictures, and more into their Documents or My Documents folder because that is what they do at home. When working on an office computer at their job, the natural tendency is to save right into the local Documents folder as well. This is generally not desired behavior because backing up everyone's documents folders individually would be an administrative nightmare. So the common resolution to this problem is to provide everyone with mapped network drives and train users to save documents into these mapped drives. This is good in theory, but difficult to execute in practice. As long as users still have the capability to save documents into their local My Documents folder, there is a good chance that they will save at least some things in there, probably without realizing it.
This recipe is a quick Group Policy change that can be made so that the My Documents folders on your domain joined computers...