since i don't use ie6, i don't know if this will work or not, but try ...
1. go to your fav directory
2. remove my documents folder (if any)
3. create a text file called my documents, then make it read only (so it can't be replaced by a folder again later)
4. make the file hidden, so it won't show up in ie's fav menu
hopefully it will work ... if not, well, i dunno ... like i said, i never tried it, so .....
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