Mollie:
I've figured it out!
Here is the path that we need to use.
XP: C:\Documents and Settings\All Users\Application Data\Adobe\Photoshop Elements\5.0\Photo Creations\special effects
Vista: C:\ProgramData\Adobe\Photoshop Elements\5.0\Photo Creations\special effects
(replace 5.0 with 6.0 if that is your version)
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Momma to 3 wild boys!
In the backpack: Canon 50D, Canon 50mm 1.8, Tamron 28-75 2.8, Canon 70-200 1.4
In the den: PSE 5.0 and ACDSee (but it's been in the box for a year now, guess I should get it out)