OK, those folders are for your user account.
Do this, it's very easy

- Click Start
- Click Control Panel
- Click User Accounts
- Click on "Change an account"
- Click on the account with the "less than desirable" name
- Click "Change My Name"
- Enter the new name for the account
- Click apply
- You're all done
Just exit out of the open windows that are left
Forget it, this will change your user name, but it won't change the name of the store folder in Documents and Settings