Check under your c:\Documents and Settings\<Your user account>\Local Settings.
This folder is probably hidden, so you will need to view hidden folders and files.
Do do this, open explorer, Under the Tools menu, select Folder options, select the View tab, under Hidden files and folder, select show hidden files and folders, hit Ok to close the dialog.
You can then search the above folder (and sub-folders), I am guessing it is there.
If you do find it, please tell me where it was located.