Here's a great place for new users to start - BlackBerry FAQ - BlackBerryFAQ
Follow the instructions on how to install Desktop Manager.
Follow the instructions on how to download and install the handheld OS for your BlackBerry.
The folder you are looking for is either in
c:\program files\... (as above) or
c:\program files (x86)\...
Since you are on Vista, it may be the 64 bit version which will load the programs in the second folder.
If that fails, find a friend who can help... Good luck.