Not being funny here so bear with me. Are you positive you are looking in the right place?
Reason I ask is. If you goto My Documents directly you will see certain files but if you use Windows Explorer and you goto My Computer, C drive, Documents and Settings you will see theres 3 files All users, Mr Smith or whatever and Default user.
Some files will be save under the persons name and some will be under All users.
Don't know if this helps but I have had some problems finding some files and always have managed to find them using Windows Explorer, using other methods such as just clicking through the files can be a nightmare.