Redirecting mydocs folder for all users in a domain

Source
Log in to the Domain Controller machine.
Go to Start->Administrative tools -> Active directory users and computers
This will open a console. In the left side pane, you can see a node with the domain name. Right click on it and then click on properties. Now it will open a new window on which we need to select the "Group policy" tab. Now select the appropriate group policy object in the list and then click on 'edit'. Now this will open group policy object editor.

Next go to User Configuration->Windows Settings->Folder Redirection
Right click on "My Documents" and click properties. This will open a window like below.
Now you can configure My documents redirection by selecting either the basic or advanced in the setting combo box. Basic allows you to redirect every user's my documents folder to a sub folder under a single root share whereas Advanced allows to specify each user group's target to a different share. After setting this click Apply and OK