The "Where are my files?" sticky disappeared when the BBS was damaged and will be back shortly.
In short, if you don't run a program as an administrator, Vista will move a file as soon as it's created to where it thinks it should be (which is oh-so-handy! *sarcasm*). Your screenshots should be buried somewhere in your My Pictures folder.
If you run Aces High as an administrator (Right click it and select "Run as..."), then it will leave the file structure alone.