win7 or vista?
this is what happens when you have the CS installed in the program files directory, but do not run as admin.
it obviously saved somewhere, but im not sure where. it might be in a hidden folder in \users\(username)\appdata
try searching again, this time searching system and hidden folders. if not, you might need to recreate your mod in an instance of the CS being run in admin mode. i know this is what i had to do myself. luckily, i caught it early enough in development so that i didnt have too much to recreate.