Well, after some further deeper research, it appears that Vista,
when doing a "search" on my C: drive, requires that I go into "advanced search", and check (enable) the
"include non-indexed, system, and hidden files" box, for it to look everywhere.
Bingo.... it is in my "Users\xxx\Appdata\Roaming\MIRC\scripts" folder.
Dammit guys, sorry for the mis-leading information.
OK, now I have found them, I now know where to look, and if I want to copy, backup before changing, I can do so.
Thanks for your help.