saving a theme

i'm having difficulty saving a theme. my computer seems
to refuse to do it for some reason. everytime i click the
save as key after naming the theme, the theme file is
nowhere to be found on my computer. it says it saved in
my documents, but it's never there. if i do a search for
the newly created file, all i get is a link saying it was
a recent file. if i click on this link, i'm told the link
is broken. if i use the browse option in the drop down
box in the display properties to try and locate a theme,
and then try to open a link in the drop down box in that
window, i'm also told that some of my themes were located
in the filesubmit, but they are missing as well. does
anyone have any idea about what is going on? i would
appreciate any help.
thanks for the time,
nahvi