The Documents folder is not movable, at least not in 10.6.8, and since you mentioned still using 10.6.3 in one of your threads, I presume, you still have not updated to 10.6.8 yet.
Anyway, go to your Home folder via CMD+SHIFT+H in Finder and there you should see your Downloads folder. Switch to LIST VIEW via CMD+2 and click on the triangle before the Downloads folder icon to expand that folder. Now grab the Documents folder, drag it and drop it in your Home folder.
Below is a video illustrating some drag and drop examples, in glorious 720p.
PS: Please use more descriptive thread titles in the future, as your files or folder are/is not gone and does not need to be recovered, unless your post differs vehemently from reality.
Also make sure to leave feedback behind in the threads you started, as some are still not fully solved, as it seems.