Using One Drive to automatically back up My Documents folder

Perhaps the easiest way is to set the Documents folder to be saved inside your OneDrive folder.

1. If you don't already have one there, create a folder named "Documents" inside your OneDrive folder.
2. Right-click the original Documents folder (not the one created in step 1), and choose Properties
3. On the Location tab, click Move, and choose the Documents folder you created in step 1.
4. Confirm that you want to move your Documents folder.

You'll still see a Documents folder inside your C:\Users\Tony folder, but it's actually become a redirect -- anything put there will actually be inside OneDrive (both on your hard drive and, of course, synced up to OneDrive cloud).  You can even do this for your Desktop folder and other special shell folders that have a location tab on their properties.

Windows 8's Internet Explorer already syncs your bookmarks, but if you have a PC using 7 or older, this is also a great way to sync your bookmarks (Favorites).

The "Restore Default Location" button won't be available, but you will certainly be able to put Documents back to the proper location if you decide to do so later.  That warning is actually a bit of a stretch.

It's possible (although incredibly unlikely), that you would have to go set the Documents folder path correct in the registry, but even that is actually pretty quick and easy if you needed to.

In the registry, this value controls which folder is considered the "documents" folder.  It's under HKEY_Current_User\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders