C:/Documents & Settings/ users then whatever your username is will have a folder, open that, then click Tools/Folder Options/File Types and set your computer to show Hidden Files, Click OK and you should then see it in your username folder.
This usually takes a lot of space in the hard drive and you will be out of space in the critical C folder because of this folder.
This may contain some vital apllications .exe that is executable files, so make sure that they are not deleted while emtying this folder.....
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