Windows did it first... My Documents / My Downloads / My Movies / My Music / My Pictures. The author makes it seem like Mac's "default content folder" scheme was a novel idea.
I'm fairly sure that Mac OS X was here first, and it was copied to XP. IIRC, I was running Windows ME at the time of Mac OS X, and ME did not have those default folders.
Windows has had a "My Documents" folder since win98.