I also faced this same problem.. unfortunately there is no way you can create a shortcut to the documents.. but I found a workaround.
1) Install FileManagerPro. Itz free. Download page: Terra Mobility - Essential Tools for BlackBerry
2) Once you install it, within it you can make favorites of the folder location. You also have the option of forcing FileManager to open up the last opened folder.
Give it a shot.. it is light and effective. I am liking it.