Please help a dumbass out!

Outlook working fine one day. Got home went to check my email and I received a nastygram :Operation failed". After cursing, I did all the things I have read here including restoring, exporting,etc. Major problem here: The following is what we are looking to repair: C:\Documents and Settings\James\Local Settings\Application data\Microsoft\outlook\outlook.pst
1st problem, "local settings" is not there, I go straight to application data.
2nd problem, the final oultook.pst is nowhere to be found. Search took an hour and could not find it. There is another associated file "outlook.???" which is missing as well. Now that outlook is totally useless, it there any help for me?

James Application is Microsoft XP with Outlook 2003

 

In Windows Explorer, Tools -> Folder options -> View tab -> Hidden files and folders -> Show.

 

Thanks for the response. Tried already with no results. Nothing in the folder. Have I actually lost what was left of my mind?

 

With Hidden Files set to Show, you could now Search for outlook.pst, selecting to include hidden files in the search (under More advanced options). (Edit: NM about Outlook Express question.)

 

After your suggestions, I still could not find the file (by the search method). So I found the file on my laptop, saved it and loaded it into my PC. Now I can send and recieve, but all my contacts, folders, etc. are gone. I did send a test email to myself and it displayed the sender with my actual name (not just email address). Therefore it appears the information is somewhere, but where?