How to Locate Windows Media Center Files
Windows Media Center saves it's recorded television files in the DVR-MS format. By default these files are saved in the following folder (in Windows XP):
C:\Documents
It is possible to change the location of recorded files using the add-on utility program TweakMCE.
If you can't find your saved files, search your hard drive(s) for *.dvr-mc.
Note: The filenames are quite well-named and intuitive. For example, if you have set up a series to record, the file names include the series name and date of recording.