Use the 'Search' or 'Find' option under the 'Start' button and find out where your files are. It will tell you the exact path. Use something not so common for your search criteria.
Once you know where they are, then you can use your burning software to navigate to the right spot to drag them into your burner.
I think most of the burners work in the same fashion..by choosing add files to burn and then it pops up a navigation window or panel for you to get to the location of those files.
Good Luck