I've searched this problem elsewhere but can't find the solution. Anyways, I download a file, it's a .rar. It contains a wordpad and a .exe file). When I extract it, the folder I extract it to only shows the wordpad file and not the .exe. It's like the .exe has dissapeared. I tried cutting/pasting the .exe from my Windows XP to the computer with Vista but same problem...the file dissapears when I paste it. It's not a big deal atm because it's only a game trainer but I don't wanna experience this problem later on when it matters.

Two thoughts leap to mind: have you got your Vista set up to show all files? - the extracted .exe may be regarded as a system file and hiding it, also, a long shot, but is your antivirus deleting it? "I've always been mad, I know I've been mad, like the most of us..."