There's a few ways you can find files misplaced files.
1) look through "Recent Documents" folder, to enable it if not shown, follow the arrows below
Right click the START MENU button => Properties => Task Bar => Customize => Lower checkbox marked for "show recently opened items"
2) Manually search each user account on your computer in windows explorer, Replace "Administrator" with your user account name if applicable,
change to whatever name you use @ windows login screen, if no name is used, it's defaulted to "Administrator". Right click the START MENU button
and pick "Explore"
Copy & Paste to search folders in "My Documents, My Movies, My Pictures, etc..."
C:\Documents and Settings\Administrator\My Documents
Copy & Paste to search folders in "Recently Opened Objects"
C:\Documents and Settings\Administrator\My Recent Documents
Copy & Paste to search folders in "Desktop"
C:\Documents and Settings\Administrator\Desktop
Copy & Paste to search folders in "Start Menu"
C:\Documents and Settings\Administrator\Start Menu
Good luck, being a huge music fan myself, I totally know how you feel, and hope this helps.