Don't know if this will help or not but did you look to see if Windows 7 created a "saved games" folder? From the start menu search box, type in saved games. You may see one or more folders displayed in the upper panel. Open each folder to see if any games have been saved.
If yes, you can right-click the folder > click Properties > click on Location tab and change the default location of where that folder will be saved. I believe the default location is C:\Users\ [computer name] \ saved games. You could click on the Find Target... button and move the folder to your desktop or any other more convenient location.