Actually you can't. With tweakui all you can change are individual directory locations for individual accounts from within that account. A real pain in the posterier when you want to change all the directories for all the users, and any new users that might be added.
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EDIT: Am 99% sure of this but if you can show me otherwise i would be rather greatful
EDIT x2: hmm seems this didnt work despite changing the reg entry the XP still looks to the default place
EDIT x3: looking at this new link
here I think the only way is to make an 'unattended.txt' file and reinstall, as you would not believe how many times 'Documents and Settings' appears in the registry.