I Googled and found some instructions from Microsoft.

Copied directly from the website:

You can use Windows Media Player to quickly find and play your music, video, and picture files. You can also find where media files are stored in your computer's media libraries or jump to music in the same album.
Note

Although you can access your media items in the Windows Media Player Library, the actual media files can be found in Windows libraries (Music, Videos, Pictures, and Recorded TV) on your computer. For more information about the Player Library, see Getting started with Windows Media Player.

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To search for items in the Player Library

To ensure that you can easily find items in the Player Library, it's important that files have accurate and complete media information. If necessary, you can add or change media information yourself. For more information about changing media information, see Add or edit media information in Windows Media Player.

Click the Start button Picture of the Start button, click All Programs, and then click Windows Media Player.
If the Player is currently open and you’re in Now Playing mode, click the Switch to Library button Picture of the Switch to Library button in the upper-right corner of the Player.

In the search box, type the text you want to find. Note that it isn't possible to use wildcard characters, such as * and ? in a search.
Note
To clear the search box of previous search criteria, click the Clear search button Picture of the Clear Search button.

To find where a file is stored on your computer

To find a media file on your computer so you can move or copy it, do the following:

Click the Start button Picture of the Start button, click All Programs, and then click Windows Media Player.
If the Player is currently open and you’re in Now Playing mode, click the Switch to Library button Picture of the Switch to Library button in the upper-right corner of the Player.

In the Player Library, browse to the file you want to find on your computer.

Right-click the file, and then click Open file location.

To find all the folders on your computer where a media type is stored

To find where all files for a media type (for example, Music) are stored, do the following:

Click the Start button Picture of the Start button, click All Programs, and then click Windows Media Player.
If the Player is currently open and you’re in Now Playing mode, click the Switch to Library button Picture of the Switch to Library button in the upper-right corner of the Player.

In the Player Library, click Organize, and then click Customize navigation pane.

Select the Folder check box for a media type (for example, Music), and then click OK.

In the navigation pane, click Folder.

A column in the details pane displays the path to all of the files in that category.

To find files you downloaded from an online store

If you want to see which online stores were used to purchase your media items, do the following:

Click the Start button Picture of the Start button, click All Programs, and then click Windows Media Player.
If the Player is currently open and you’re in Now Playing mode, click the Switch to Library button Picture of the Switch to Library button in the upper-right corner of the Player.

Click Organize, and then click Customize navigation pane.

Select the Online stores check box for a media type (for example, Music), and then click OK.

In the navigation pane, click Online stores.

In the details pane, the files in your Player Library will grouped by the online stores where they were purchased.

Here is a link that might be useful: Find items in the Windows Media Player Library

The music normally would not be stored in WMP. It is a player not a repository. Try a system search using the target(s) .wmp, .wav and .mp3. That would be a way to start to locate the music..

DA

This post was edited by damccoy on Sun, Mar 24, 13 at 19:38

And most importantly in the future, backup, backup backup