This should work on Windows 7 regardless of your user name or localization.
I had hard time because of this bloody idea Microsoft had to localize specific folders... In French "Saved Games" is displayed as "Parties enregistrées".
A long time ago, games used to be saved in the installation folder and it was easy and practical. I hope designers will understand that "simple" is not a synonym of "outdated". I bet that they are all competing on finding the most unlikely location for their save files...