I know this thread is a little old but if anyone is still interested I have a suggestion.
Basically, it depends on what documents you are wanting to share. While Linux generally does not like having its files on FAT or NTFS partitions, you can get away with it if you choose the right folders. For example as I use KDE as my desktop there are folders like Documents, Pictures, etc in my home directory similar to how XP has My Documents, My Photos, etc. It would be trivial to point those folders to your NTFS partition so that it ALWAYS saves them there, rather than having to remember to copy them over.
Likewise in Windows there are ways to point My Documents to a different place (TweakUI as I recall) than default. That way your Documents folder on Linux can point to the same place as your My Documents folder on Windows. It also has the bonus that if you point it to a second partition your files will not get lost if you have to format your C: drive at some point in the future, although I will have to remember to change where My Documents, etc, is pointing if you reinstall.
Of course this still requires a little discipline on your part to remember to save your files into directories not just on your desktop or in your home directory, but its not rocket science.
