You may have already tried this but if you haven't try:
1. Open Windows Explorer
2. Select drive C: (or whatever drive the .vdi files were stored on)
3. In the search box (upper right hand corner) type *.vdi and press Enter to search
If search may yield no results if the file is hidden. To search hidden files go to Tools, Folder Options, click on the View tab, under Hidden Files and Folders click in the circle next to Show hidden files, folders, or drives. Then try running the search again.