I just had a thought - make sure that your files and folders are showing, and not hidden.
To unhide all folders, here's the procedure which works for XP, hopefully is the same for Vista:
From Windows Explorer choose "Tools" from the menu, then "Folder Options" then click the middle tab "View". You may have to scroll down a bit, but look for "Show Hidden Files and Folders" and click the box.
Then look again for the save folder.
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"Bleat, Watson -- unmitigated bleat!" ~ Sherlock Holmes