+4  A: 

Use the %AppData% environment variable? I suppose you'd just need to add it to CLASSPATH...

codekaizen
A: 

You could look for the "user" directory. In that directory, there's an "appData" directory.

On Vista, it's "C:\Users\Username\AppData".

On XP, i don't quite remember the name. But These are special folders for Windows so I'm sure you can specify one name and go to it directly.

Danielle
Note that it's not always there, due to machine policy. The best way is to use the %APPDATA% variable. This also insulates you from needing to differentiate between Windows versions.
codekaizen
Yeah you're right. I don't usually store files on computers, we use the registry to store info that we need.
Danielle
+2  A: 

If the app is generating these at runtime, and you don't need them permanently you could also store them in the temp directory. You can access the temp directory in a platform independent way in Java via the system property: System.getProperty("java.io.tmpdir").

Jeremy Raymond