How do I find a file on my computer in Windows XP?

This is actually a composite of many questions I get where people are unable to locate a file on their computer. Most common is Microsoft Outlook's PST file, which can be buried in a non-obvious place, but I also get this question relating to everything from downloads to pictures do documents that took hours of work, were saved and then apparently vanished.

 

If you used firefox go to my computer >> downloads.

All your downloads will be stored in there, IE does the same thing. Not sure where the folder for that is though.

 

You can use search and search your entire computer for the file extension... Like search ".jpg". That makes people mad and steal their computers back very quickly.

 

Suf us correct, but search c>Program Files for better results. I think it's in a .temp folder