Jen, I'd suggest checking your settings to ensure that it shows hidden files & folders.
This is the procedure for XP, but hopefully it won't be too different for Vista:
Open your Documents folder. From the top toolbar, select "Tools".
Select "Folder Options", then "View".
You may then need to scroll down a little until you see "Hidden files and folders". Be sure that the box for "Show hidden files & folders" is checked.
Confirm and exit out.
Then try searching for the save folder again.
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"Bleat, Watson -- unmitigated bleat!" ~ Sherlock Holmes