Document Folder is empty

My Document folder on the start button is now always empty. I do not manually clear these items, they just do not appear after having documents opened on the computer through the applications. This started just a couple of months ago and I have yet to figure this little glich. The computer is running Window ME. The document folder's path is set to U:\My documents (which is on the server). I have several computers set up this way and they all show the contents of the most recent opened documents in the folder.