view - folders view -- check the show hidden files/folders

What version of Windows?

In your Menu Bar- Tools -> Folder Options -> View(Tab)-> See below you mite find two radio buttons indicating Do not show hidden files and Show hidden Files. Select the Show hidden files and click on Apply-> Ok. This feature is in Windows 98, XP.. don't know about vista as i haven't used it yet.

be it any version of windows you are using open Explorer and Search the file(hoping you must atleast know the file name). You will have options in search to let u search hidden files too. So you must be able to discover your hidden files. Now if u really want to unhide it right click on it and select properties. Uncheck the Hidden checkbox.

On the other hand if you already know the path then go to Start->run. type cmd. Now navigate to the path your file is there. To confirm you can issue the command dir /a. If it is present there then issue this command attrib -h <hidden_file_name>. Remember you need to give the file name along with the extension.

Though workaround for no use but will work irrespective of which version of windows you are using.