Hello,

This sounds like you are attempting to save a file to a security-restricted
area, such as program files or windows, and Vista is "virtualizing" the file
by copying it to a folder inside your user profile so that your application
will not fail.

You can find the folder/file in this folder:

c:\users\username\appdata\local\virtualstore\

Or, if you go to the folder inside explorer, there may be a button on the
toolbar entitled "Show compatability files" - clicking this button will
allow you to see these files.

If you are the developer for this application, it should be modified to be
vista-compliant by including a manifest. This will prevent it from being
"virtualized" in this manner.

--
- JB

Windows Vista Support Faq
http://www.jimmah.com/vista/