Closed wallet in MultiBit, is it gone for good? I have just installed MultiBit and transferred my bitcoins into it.

I closed the wallet using "close wallet" in the file menu, thinking that it would save it, but it seems to have not just closed it but removed it from existence.

Is this just a lesson not to be so stupid in future?

I still have a record of the wallet address, but that's it.
The user crowther had his wallet stored in:

C:/Documents and Settings/"user name"/AppData/Roaming/MultiBit