Does Control filtering exist on Kaspersky AV ?
Also when I pick quarantine in the dected area, it pulls up "My Documents"

Content filtering exists only in Kaspersky Internet Security
The Quarantine button opens My Documents because it is used to browse and manually add a suspicious file to Quarantine.
To see if you have quarantined files you must go through the detected threats menu at the top of the detected window.

Thank you for you fast reply