I have tried the steps and still get an error

I have tried both steps and still get the error:

Failed to apply policy and redirect folder "Documents" to "\\SVR\RedirectedFolders\cmaher\My Documents".
 Redirection options=0x80009231.
 The following error occurred: "Can not create folder "\\SVR\RedirectedFolders\cmaher\My Documents"".
 Error details: "This security ID may not be assigned as the owner of this object.
".

Any ideas?

TJ Havens