This is from that stickied thread at the top of the Hints forum page. See if you can find it in one of these. Also check My Documents folder.

POSSIBLE LOCATION OF SAVED GAMES FOLDER IN VISTA
There are several possible ways of finding the saved games:
1. Click Start, All Programs, Games, Games Explorer
Right-click on the corresponding game icon, and choose Saved Games
2. You may need to turn off Vista's "User Account Control" in order to see or make changes to it.
Then open: USERS\the user name \AppData\Local\Virtual Store\Program Files\Name of the Game.
3. The SaveGames folder might be found in the game directory by clicking on the 'Compatibility Folders' tag near the top of your screen.