Попробуйте Winshell (сделано именно для этой цели):
import winshell
print 'Desktop =>', winshell.desktop ()
print 'Common Desktop =>', winshell.desktop (1)
print 'Application Data =>', winshell.application_data ()
print 'Common Application Data =>', winshell.application_data (1)
print 'Bookmarks =>', winshell.bookmarks ()
print 'Common Bookmarks =>', winshell.bookmarks (1)
print 'Start Menu =>', winshell.start_menu ()
print 'Common Start Menu =>', winshell.start_menu (1)
print 'Programs =>', winshell.programs ()
print 'Common Programs =>', winshell.programs (1)
print 'Startup =>', winshell.startup ()
print 'Common Startup =>', winshell.startup (1)
print 'My Documents =>', winshell.my_documents ()
print 'Recent =>', winshell.recent ()
print 'SendTo =>', winshell.sendto ()