As Ubuntu release its 11.04 natty narwhal, have you ever wanted to define the default locations for Desktop, Music, Downloads, Pictures and Videos on your own?
All you need is go to $HOME/.config/ folder and modify the user-dirs.dirs with your favorite text editor. The default looks like this:
# This file is written by xdg-user-dirs-update
# If you want to change or add directories, just edit the line you're
# interested in. All local changes will be retained on the next run
# Format is XDG_xxx_DIR="$HOME/yyy", where yyy is a shell-escaped
# homedir-relative path, or XDG_xxx_DIR="/yyy", where /yyy is an
# absolute path. No other format is supported.
You might also want to check this configuration file if any of your special folder icon is missing.