How to automatically change user folders location?

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http://serverfault.com – In a Windows Server 2008 R2 Active Directory how can I make sure that each user open login have their Desktop, Documents, Links, Pictures, etc folders set to a shared private folder? For example, instead of the default C:\Users\<username>\Documents I would like that this would be set automatically to Z:\Documents. Back in the old days of me being Admin, I recall it's some script set up in the user profile, but I can't remember that well and by using my poor English skills I can't track what to search for this issue. All users either have Windows 7 Professional or Windows 8 Professiona (HowTos)