To keep legacy apps running, Vista lets them pretend to write to their familiar file locations often under their installation folder in \Program Files or in \Windows itself. INI files, data files, templates, or even music might wind up there.
But when you go to look for those files, you won’t find them! Vista actually stores the files in a “Virtual Store” under the AppData store in your user folder. Fortunately, you don’t need to hunt around for the files, just turn on “Compatibility Files” in Explorer. When you browse to a folder that has these hidden files, you’ll see a Compatibility Files toolbar button. Clicking it will show the virtual files for that folder. Keep in mind, though, that the files won’t show up in Open and Save dialogs.