There are a couple of things that make this process a bit different in Linux than in Windows. The first is that you have to have quotes around anything that has spaces or apostrophes. Keep in mind, this is basically the same as in Windows. Other people on forums I was reading also said a backslash can be used like My\ Documents. I have not tried that.
The main important thing to remember (at least when I was doing this) is to keep the correct case for the path. IE: /media/my drive CANNOT be /Media/My Drive because the case does matter in this.