Windows 7 Can't see certain files created in the Explorer --- help!

[vel]

Ok here is the problem. I am new to WIndows 7 and quite certain this will be a small fix. I have made an account on my Windows 7. Let's call it Tom. It is in the Administrators group. I have installed Photoshop CS2. After I played around with a file in Photoshop, I saved it in one of the directories in C:\\Program Files\XXXX\. Here is the problem: I can see this file and access this file through Photoshop. When I open this file in photoshop, I can see that it was saved in the directory I mentioned. It has a small "Lock" symbol on the thumbnail. But, when I go to Windows Explorer and go to the directory, the file is not listed. Why is that? How can I fix it. Also, I have noticed sometimes, some applications can't update some files while running. For example while running Foobar2000, I notice sometimes it can't update the Lyrics files and says access denied. Thanks for your help! - Vel