i'm guessing this happens because you open a file from an email attachment and
then save it. don't do that.
if you're using windows 7, it's next to impossible to find it because microsoft
refuses to allow search to look in those folders. hell, you can't even navigate
to them and open the folder. not sure about vista, because i refused to really
use it.
filed bugs about these issues all through the win7 beta, to no avail. win7's
search won't even find an outlook pst, but that's another story.
if you have an xp machine on the network, use xp's search to search across the
network and it will find it.
you may also be able to increase the number of recently opened files to see it
in the list if you haven't opened a lot of different files.
sorry, but that's all i know.