My Music folder in Start Menu directs to All User"s Music Folder

The 'My Music' folder in the Start Menu (XP SP2) started taking me to the All
User's Music folder instead of my personal music folder which is normally the
default. It has been working fine for months, but just changed recently; I
don't know what I might've done to cause this, or how to fix.
Does anyone know how to change the link back to it's default, I tried to go
into the properties and change it manually, but it doesn't come up as a
shortcut but rather as a folder ?!?