if you mean the ones that XP uses for you desktop ans screensavers ,they usually are in the c:\windows folder ,others are in mydocuments\mypictures and others like ones used by gamesand orther programs are usually in that programs folder.
do a search ,go to Start ,Search and type in *.jpg or *.bmp or *.gif

Thank you, thank you, thank you........I must be an urd........I didn't think of doing a search on .jpg, etc.