Sharing My Documents between Users

Our corporate CEO travels to ours sister comapnies frequently and needs to access their networks. To do so, he has a user set up un his Windows XP Professional Laptop for each domain he visits. His frustration is that each user has a unique profile and that causes his documents to be spread across multiple My Documents directories and making one profiles data unavailable to others. He would like to keep all the data is a single directory tree will all the users from the different domains having access. Does anyone know if and how this can be achieved?