How do I delete the space-character in "My Documents" in?

I am using Windows 8.1. I have a program that requires no space (the character, as in the space bar) in the file path name. I started keeping all of my files on my C:\ drive, but I am nearing storage capacity there. I want to transfer back to "My Documents", but the "My " prevents the program from operating. By way of example:

C:\Users\USERNAME\Documents <- This works, but is storage-space limited
\\COMPUTERNAME\Users\*USERNAME*\My Documents <- This does not work. I want to delete "My "

Unfortunately, right clicking on the folder under "This PC" does not produce a "Rename" option. Is this objective possible?

I'm not sure if Windows would allow you to rename that folder as it's a system folder.

How is the path passed to the program that's having the issue? Is it a command-line thing or somewhere where you type in the path? If so, it should work if you enclose the path in double quotes like so "C:\Users\Username\My Documents" or \\COMPUTERNAME\Users\*USERNAME*\"My Documents".

Thanks for the response. Your suggestion is the work-around I've been using, but (for a variety of reasons irrelevant to this post) it keeps program files and data files in separate locations on my computer. Organizationally annoying, but functional. Oh well.