Only you can say that.
Have you used the Search option in the Start menu?
Have you tried ''My Documents''?
When you save a file like a tv show, what is the default location of the Save As dialogue box? (ie, when you click Save As, and the Save As dialogue box opens, what is the folder in the ''Save in:'' option? Did you change that folder to a different folder before you clicked Save?
If you saved them to DVD, did the copying process complete? Copying a tv show to a DVD would take at least a few minutes. If your copying process only took a few seconds then perhaps the process did not start and the file is held in a temporary location somewhere.
If you ''did'' save them to DVD, did you have a DVD in the DVD player when you saved the file? If so, have you checked that DVD disk?
Mark
I have a windows Xp media center pc. I have recorded movies from TV but I cannot find them on my hard drive. I tried to find them while in the create DVD program but I can't find the file name. Can someone please help me find out where to find these files other than in media center? thank you.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic