They would be wherever you installed the folder at. Normally its under programs by default. Just find the folder then you should see the game saves in there somewhere.
Well, I searched for a bit on my system, and COD4 is in the "player" folder in Activision in program files like you said, but it took me a bit to find assassin's creed which was in doc. and settings, app data, ubisoft. Thanks for the help. Got it all worked out.
Glad you got it working. When you install games you should create your own directory that way you can access them all and no where there at. Sometimes the default puts the files in odd places.