NL not saving screenshots

Okay so:
Working on a big project right now, and I went to take over 30 screenshots in the sim. This took about a half hour due to the lag from having the anti aliasing on. All this only to find out the screenshots folder is empty and the pics can't be found anywhere on my hard drive. When I take a screenshot it says it saved, but it's nowhere to be found.

Halp?

if you're using vista, when you are in the screen shot folder, you need to press the "compatibility files" button on the top of the folder.

oh -.-'
Thanks for the help