Office 2003 access denied for my docs?

Good Day,
I have a client who recently just upgraded 3 PC’s to windows 7 from XP. They use folder redirection for my docs and desktop which is working well. I can access/modify files in the redirected folders successfully.
The issue however is when I try to save a document from an Office application when you click the My Documents on the left hand side it states “Access Denied”.
I am able to from that same save screen scroll down to the mapped network drive locate their My Docs and save it there. Looking for some guidance.

Thanks,