Folder redirect NT 4.0 domain Win2K WKST

Active Directory not installed but I would like to
redirect the user My Documents and Desktop to their
home directory. I’ve tried modifying the HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\
Explorer\User Shell Folders Key but it doesn’t seem to work. I’ve tried enabling the folder redirection using the LGPO on the local machine but the key is still not shown under the User Configuration, Windows Settings Key. Clues?