How do I add "My documents" (or other folder shortcuts) to the right column (grey-tinted) on the start menu in Windows 7?
Simply right click on the empty space and select properties:
Then select "Customize..."
Then choose the options you want to be displayed, and how you wish to interact with them.
and Voila! Documents have been added. Alas, you cannot add custom shortcuts, just the options provided in this list.