Documents how to change a location to Network

I use both Windows XP and iMac. I have 20GB of Documents from Windows.
I keep them on the server (very simple to move in XP) I wan to have one COMMON place for Documents from XP and iMAC. THat is why I chose a server.

How do I change the local location of iMac Documents to this network location. I read somewhere to delete Documents and make an Alias from network Docs, in that place but I can't delete Documents folder on iMAC

is there a way to do this?

thanks for the help I am just a beginner on Leopard

can't be done, when I try to replace it it tells me "Documents can't be modified or deleted because it is required by Mac OS X"