Click on the Start button and then right-click on My Documents and select Properties. If there's no My Documents in your start menu then right click on the My Documents icon on your desktop instead.
When you've clicked on properties, select "Move" and then navigate to your D: drive. Select the drive letter and then click "Make New Folder." Enter "My Documents" as the folder name and hit Enter and then OK. Windows will then ask you whether you want to move your documents; click Yes.
For more information you can consult this Microsoft document.
http://support.microsoft.com/?id=310147