I have been making some changes to the registry, and after rebooting and opening a document, it is now in my recent documents. I'm not sure, but I think it was setting the following registry setting to all zero's that did it:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"NoRecentDocsHistory"=hex:00,00,00,00
Thanks Hazlenut. It was your earlier post about Kelly's Corner that let me to this area of the registry. I found the actual key myself.