Should be at the root level on your HD, Goodear, called Picture1 and so on - if you're using the key combos that save to the HD. You may be saving to the clipboard...I did that in OS X and then couldn't figure out where my screenshots were!
http://docs.info.apple.com/article.html?artnum=12555If you save to the clipboard, you just paste the screenshot where you want it to go - or into Photoshop or Graphic Converter for editing.In OS X, depending on what you do, it can be on the clipboard or on the desktop.
Taking screenshots in OS X - a handy little guide.

Flash, Goodear is using OS 9, so he can't use the apps you've suggested.

Also - please don't post repeatedly when you can't see your post - you're still on moderator approval. I just happened to be online at the same time as you and have therefore read and approved your posts quickly.