No "demos" folder, either? That's odd, not sure what could be going on there. Do you know the ID (usually something like ULUS/ULES/UCUS/UCES#####) of the game you're trying to run? If so, maybe try doing a system-wide search for folders with that name.
EDIT: Ah, you found it. Awesome. Have fun.
EDIT: Ah, you found it. Awesome. Have fun.

