where is the exported xml file?

I found my file, I tried to save it to a shortcut on the desktop, this could have been the problem.

Thanks for posting the solution Bruce!

For those of you wondering what happened, Bruce saved out his xml sitemap file but could not find it. If this happens to you, you can choose 'Start', 'Search for Files' and then select 'all files and folders'. Enter the filename you saved your sitemap out as and you should be all set.

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