Shoutbox

This morning my brother used an iTunes Gift Card to redeem some songs.
He click on 'buy' and was advised through popup windows that the songs he had purchased had successfully downloaded. However, we can't find them listed anywhere in iTunes or on the computer. The default iTunes Music folder (My documents/My Music/iTunes/iTunes Music) does not have them, and a search of the computer through 'My Computer' returned nothing.

Does anyone know where it might have gone?

XP - SP2
iTunes 8.0.1.11
Location: Australia

Somewhere in iTunes there is a menu to search for all songs that have been bought but not downloaded (or ones that have been deleted off the computer) and then it redownloads them (for free)

I'm not at home right now so don't have access to it, but it's on one of the dropdown menus

Yeah I think we found an item in one of the menus called 'download all available songs' or something like that but it just popped up with 'all songs have been downloaded'. But it doesn't say where to. Thanks for the help though.