Because of User Account Control (UAC) your files are taken to another folder. UAC protects anything in the Program Files directory by taking any files that can be modified and puts them in your Users directory. Your Civ3 saves are in your Users directory, somewhere in one of the folders there. I disabled UAC on my computer so I don't know what the exact path would be, if there's someone else who runs Civ3 on Vista with UAC enabled and you know the location of your saves, then post it here please.