Hi Smidsy,
In Windows XP it's hiding in c:\windows\system32
In other versions of Windows, start up a dos or command prompt window and enter the following:
cd\ [enter]
dir regsvr32.exe/s
What this does -
The first line takes you to the root directory
The second line searches the whole C drive for regsvr32.exe.
If you have installed windows onto C drive, this will find it. If it is on another drive, ie. D you will need to enter d: [enter] before the two lines above.
Good luck
Interwood