If they mean by documents, your birth certificate, then contact the registrar in your area. The process to have it changed from one gender to another isn't that hard. I'm going through that right now because I'm adopted and was always told I didn't have a birth certificate.
The state in which I was born requires a letter from a Dr., notorized, with his license number and on the Dr.s office letter head, another form to fill out stating why you want it changed, and then one swearing that you have told the truth. They all need to be notorized, but you can get the forms from the registrar online.
If you haven't already, you can get your gender legalized through an attorney. Once that is done, you can get a drivers license, social security card etc. all in your 'new" gender. Make sure to keep any and all documents, or a copy of them because there may come a time in the future that you need them.
sam1234