try one or the other:
when it plays in media player - open he object properties - that will tell you where it "lives"
dir /p /s /a convert.avi
/p = pause
/s = subdirectories
/a = all
If you have your drive partitioned or more than one drive, the files might "live" on another partition
cd to each prtition in a cmd prompt and execute the dir cmd until you locate it.
Windows search is very powerful, but it's more akin to a structured query.
1st make sure you open Computer
into the search window - youcan use ext: or type: - both work for extentions Windows Search - advanced tips