Changing My Documents redirection network share

I have been redirected client computers' My Documents folder to a personal network share.  After two years without problem, I tried to move this share to a new server.  Some programs that use the "Application Data" subfolder just won't let go of the old location.  If the old network share exists, they insist on saving to the old location.  If not, they don't work.  Examples include IE, which insists on saving certificates to the old location, meaning the user can't surf to encrypted sites without it.

Is there a clean method for redirecting ALL programs to stop using the old location of the My Documents folder?

I can certainly provide specifics regarding the exact applications with problems and the files which persist on using the old location.  Just hoping to come across someone who might have seen this before and has a clean solution that will work for everything.  

More information:
-- Using Windows 2000 Pro clients on a Windows 2000 network with AD domain.
-- Originally used group policy to redirect client computers' My Documents folder to the u:\ drive, which was then mapped to a personal share on the server.
-- Originally tried just changing the u: drive, but found many apps stored the UNC path of the share ratherh than "u:"
-- Then tried changing the group policy to the new location, with the option to move contents.  Most of the My Documents contents were successfully moved.  
-- Also tried removing the group policy, and using the option under My Documents/Properties/MOVE to make the change.  Still no luck.