Maybe you didn't show hidden files... they are hidden.
[*]Open My Computer.
[*]Go to Tools > Folder Options.
[*]Select the View tab.
[*]Scroll down to Hidden files and folders.
[*]Select Show hidden files and folders.
[*]Click OK.
[*]Close My Computer.
Or if you have some programs that auto clear temporary files... that I can't help.