problems saving pictures and videos with cycles

Hi, I’m again using cylces and unless I have a problem when rendering.
is made and not find it on my windows folder,

in properties save in the the desk, and once created does not appear on the desktop

my blender is the official 2.62 64-bit windows


When the render was complete, did you then save the image from the Image / Save as Image menu entry in the render window or by using F3