Find the red box with "Program Files" printed across the top (you may need to move around this walk-through window to see it). We'll use "Program Files" as our first example because just about everybody has it. (If you don't have it, don't despair; not all disks are created equal. Just pick any big red box that has other colored boxes inside it, like "Windows" or "WinNT".)
For comparison, your "Program Files" box probably looks something like this, only bigger: