I have mySQL 5.1 installed on a Windows Vista machine. I'm really curious as to where the file lives that holds the databases I created. I'm assuming it's in the mySQL install directory but I just don't know where (C:\Program Files\MySQL Server 5.1\?). Does anyone know?

All the directories will be in data folder under mysql directory. If you have installed WAMP, for example, the databases will be in c:\wamp\mysql\data :) Look for data directory.

i found the location. i don't know if this is just a vista thing but the files are located in c:\programdata\mysql\mysql server 5.1\data

Most probably, you installed mysql separately. But as always, It will be inside the data directory :)