I don't know how unrealplayer worx, but it may actually 'move' the files to its own library. If you search your computer (choose the name of one of the files you've already dwnlded) & locate it thru using the search engine, this will tell you for sure exactly what's happening to them. I have a suspicion the place where you're looking for them is incorrect. They'll be as suggested above in that exact directory level (unless as suggested earlier.)