This is not in the Python Core but in the installer for version 3.5.1 on windows 32 bit. It occurs with the custom install option. I gave a verified new location for python to be installed to but it installed in MyDocuments anyway.

You should have some log files in your %TEMP% directory, all starting with "python". Could you post those here? They'll help us see what happened.

Sorry for the delay but RL intervened. Because of the size of the log files (total of 17.7 megs), rather than post the contents in one these windows I placed them into a 7zip 7z archive. I am attaching them to this message.

I hope this helps.

Please ignore the part about the 7z being attached to the last message. 
This site wanted me to divulge certain personal information, that I am not prepared to give, before it would upload that file.

I have instead placed it into my dropbox/public folder the address is

https://dl.dropboxusercontent.com/u/15541064/Python/Python%20351%20logs.7z

As I said before I hope this is of use.

Looks like the log files were attached just fine.

From a first glance, the logs don't show anything being installed into your documents folder.

Could you list the files you are seeing, where they are and where you believe they should be?

The precise location it was installed to was C:\Users\Nigel\Python35-32. It was supposed to install to my F:\ (labelled DATA) drive. After all this time I don't remember the actual folder it was supposed to use. Incidentally, I have 3 physical HDs. F:\ is a 2tb drive whereas C & D are both 500gb.