Need Help Finding A File

I just downloaded a video from Rapidshare, and it opened in Windows Media Player, but now I can't find where it is on the hard drive. I tried searching for the name of the video and for any files with today's date, and got nothing. When I downloaded it, it said it was going to "temporary files" but that doesn't seem to be much help.

I've tried searching by file name, file size, and looking through temporary internet files and I still can't find it.

Can anyone help me find this? I'd like to burn it to dvd.

 

Likely a hidden file. When searching, go into 'More Advanced Options' and ensure that 'Search Hidden Files And Folders' is checked.

Should look like so:
http://img521.imageshack.us/img521/9564/searchtl7.gif

 

I looked and only get what seems to be the internet shortcut, listed under a folder that says "rapidshare". Is it possible that WMA deleted the cache after I closed it?

 

Hi,Just a thought if it is said it went to your temporary files and you have CCleaner and it's set to run at startup then it got wacked ( Deleted ).

 

Also possible that the file doesn't actually get downloaded. What happens when you double-click that shortcut? Does the OS start looking for the target, or does it actually open a browser/media player?