AND.... IF none of the above work for you, give this a try
Right click a blank area of your desktop and choose New -> Shortcut
In the first window "Type the location of the item:" type
C:\Windows\explorer.exe "C:\Users\YourUserName\Documents" include quotes around path.
In the next window give it a name, I called mine Docs
You should be able to drag that where ever you want including the taskbar.
Not sure why none of the above methods worked for me either, as typically they do, but not for "Documents"
Afterwards you can delete the shortcut from your desktop if you don't want it there also. It should remain functional on your taskbar.