No--the file will be on the drive specified e.g D:/ --with the name that you have specified in the Add dialog box-(Image 3 in the file sent previously)-e.g Backup. Once you have found the file--burn it to the CD.
Do you backup to a "backup device" or to an individual file? A backup device will store several backups into one file and that could be a reason you can't see your recent backup.
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