Normally windows saves the "My Documents" Folder on the System Drive,where the windows is installed if it's C: Drive then the path is C:\Documents and Settings\Administrator\My Documents. My Documents is the default saving location of windows, while you save a file or download any content from the web it directly save to My Documents, if you do not use other location.
If the PC crash or You need to format C: Drive then the My Documents should be backed up to other partition. If you forgot to take back-up, you may going to loss your documents.
There is an idiom called "Prevention is better than cure"
So, why not change the storage location or path of My Documents to avoid risk.
Just go to your Desktop and right click on My Documents then click Properties the My Documents Properties will open, on that click on Move Button it will ask to "Select a Destination" select a other Drive or Partition then click on OK then click OK again it will ask "would you like to move all of the documents in your old location to the new location you have chosen" click Yes.
Now all your documents is safe, no need to take back-up My Documents while Formatting c: Drive.