Even better- stick the 'maps', 'demos', and 'textures' folder in your 'Send To:' dialog.
ZOMG TUTORIA (for XP only, as far as I know):
Open up C:\Games\Paintball2\pball\ (or wherever you have paintball installed)
Open up C:\Documents and Settings\USERNAME\SendTo\ (It's hidden by default, if you can't find it)
Create a shortcut to the 'maps', 'demos', and 'textures' folders in the SendTo folder.
Voila! Each of those important directories are now just a few clicks away.
Remember that 'Send To' actually *copies* the files/folders you choose to the chosen destination, so you'll have to delete the original copy afterwards.