by default it goes to C: drive only ..
if you want to check it mean try thishttp://pcsupport.about.com/od/windowsvista/ht/chdrlettervista.htm
when you clicked on disk management it will show list of available drives in right side
(on status tab you can see """(system)""""" which shows the OS drive,
or go to windows explore window & brows evert drives you have, you can see folder loke windows, program files like that system files..