Hvor er min AUTOEXEC.BAT i Win 2000?

Jeg har problemer med at få programmet Voyeur til at virke (http://www.jawed.com/mp3voyeur/):

\"Due to network problems version information cannot be verified. Please try again later.\"

Hjælpefilen foreslår at jeg ændrer i AUTOEXEC.BAT, men når jeg søger efter filen og prøver at editere den er den tom..

>This probably means that Voyeur cannot >communicate with the versioning server >because you are behind a firewall (on a >corporate network for example). Here\'s how >to fix this problem: Set the environment >variable \'WWWPROXY\' to the hostname of your >WWW proxy. You may need to ask your system >administrator what that hostname is. It may >also be in your web browser settings >somewhere. Once you know what it is, put >the following line into your AUTOEXEC.BAT >and reboot:
>SET WWWPROXY=my.www.proxy.hostname

Hvordan gør jeg det når jeg overhovedet ikke er i stand til at finde filen (den er tom)?