Photoshop saves the patterns on my HDD, but puts it in my local settings folder (WinXP). You might look there... C:\Documents and Settings\Eric Chadwick\Application Data\Adobe\Photoshop\9.0\Adobe Photoshop CS2 Settings
Really? That's odd. What version of Photoshop are you using? I know that Photoshop7 is a bit flaky, in all aspects. I use 6 at home, and CS2 at work. No problems with either of those.