It looks as if I've done something like that. In Explorer there is My Docs which breaks down to a folder called "jim".That breaks down to a set of folders one of which is also "jim"
Ok, just as expected.
Can I alter these from Explorer?
Yes you can move the documents in any folder in explorer... as long as it's not a folder/file in use by the system. In your case, the documents in your jim folders can be moved anywhere.
Obviously I've got to be careful I don't lose anything.
You won't lose any of your documents. What will get lost is any shortcut pointing to those documents if you move them. For instance, any shortcut you have created to a document that now resides in path: C:\My documents\jim\jim will give you and error if there is no second jim folder. The document will be ok, just that the shortcut won't find it.