Digital BW, The Print

I just recorded an Action in CS2 on my notebook.

I want to copy the Action onto my jump drive so I can tranfer it to my 
desktop computer.

The problem is, I can't find the folder with the Action I just recorded.

I checked here: 

 C:\Program Files\Adobe\Adobe Photoshop CS2\Presets\Photoshop Actions

but didn't find it. I looked in other folders under CS2 and couldn't 
find it either.

Am I not able to copy the Action so I can copy it onto another computer?

Thanks,
Scott