Occasionally I use a program that will write some data to a file but I don't know where the file is. Sometimes I'm not even sure of its name. Is there some utility that will quickly list the most recent files placed anywhere on the entire HDD so I can work out what and where the file must have been?
Alternatively run SysInternals' Process Monitor and you can see exactly what it's doing to the file system, registry, etc real time.
Windows search has an option to search for files by created date.
So if you set the created date to today and start at c:\ then it will eventually return your file. Obviously if you can narrow down your search location then it will be a lot quicker.
For the new Windows Search the option is there on the main page (on the left):
For the old Search Companion you have to select When was it modified? (on the right):
Everything is amazing, uses NTFS journaling to be lightning fast.
Windows Desktop Search might actually be what you're looking for. This works much better than the built in search found in Windows XP.
Hope this works for you.