It same thing - you're already in the folder you want to be
" c:/documentand setting/brian/mydocuments/myweb" is the "My Documents/My
Web" in your user profile (whatever you're logged in as) - sounds like
you're using Windows XP or Win 2000, and it sets up a separate My Documents
for each user you must be used to Windows 9x where although they can have
different users, generally they are a single user system and the general
location of My documents etc is C:\my documents.
So if you have three users they'd all have their own "my documents" and "my
webs" folder
eg
c:\documents and settings\joe bloggs\my documents\my webs
c:\documents and settings\bill bloggs\mydocuments\my webs
etc
So you're in the My Documents/My Webs folder as it is - no need to change
anything.