No stress, maya does the same thing.

If you've not created a project yet, look in the
MyDocuments\Maya\projects\default\images directory
that's where your renders are ending up at the moment.

To create a new project, here's a process you can use.
1)File->Project->New
2)In the Name field, enter the name e.g SimplyMaya
3)Hit the Use Defaults button
4)Hit the accept button

you've now got a new bunch of directories that resembles the directory structutre found under default.
Having done these 4 steps, you'll now find all your renders ending up in MyDocuments\Maya\projects\SimplyMaya\images

Kurt goes through this process in (at least) one of the free tutes found on this site. I think it was the human or the dog.

btw, if ** I ** enter C:\Documents and Settings\enhzflep\Desktop\Render(change enhzflep to reflect your windows username) in the "FileNamePrefix" option box in the Render Settings window, the renders will end up on my desktop, with the name Render.XXX - If you don't set the Image Format option to AVI, you'll end up with a _heap_ of files on your desktop. = NOT COOL..

NOTE: This is really not the right way to go about this, but it will accomplish what you asked for. You'd really be better off if you checked out a tute that's covered this already.

EDIT: I've just checked, and it's the first part of the Basic Human Form tute that goes through this in more detail.


Simon