Judging by the screen-shot, you need a python version of 2.5.5.
Does it list anything else that might be similar to documents and settings? My computer only uses XP so I'm not at all familiar with vista or windows7 set-ups o.o;;
You could try running a search in the C: drive for a folder labeled "blender foundation" or heck, ".blend" to get even closer. (bonus, after you open the folder you can hit the up folder button to backtrack out of it and learn it's location for future referencing~)