It should be a .wab file but this may be a hidden file.
To enable viewing of hidden files and folders:
1. Click Start.
2. Click My Computer.
3. Select the Tools menu and click Folder Options.
4. Select the View Tab.
5. Under the Hidden files and folders heading select Show hidden files and folders.
6. Click Yes to confirm.
7. Uncheck the Hide file extensions for known file types.
8. Click OK.
Search for Hidden Files
By default, the Search companion does not search for hidden files. Because of this, you may be unable to find files, even though they exist on the drive.
To search for hidden or system files in Windows XP:
Click Start, click Search, click All files and folders, and then click More advanced options.
Click to select the Search hidden files and folders check boxes.