Where is the autosave in LyX 1.6.1 (Windows)?

[TJ McLaughlin]

Today, for the second time, I was working on something in LyX and 
managed to crash it, losing my document. I had not yet saved the file 
(so the name in the title bar was "newfile1.lyx").
Both LyX itself and the documentation say that there is an "auto-save" 
feature to create emergency backups. (LyX said before crashing that when 
it resumed, I would be prompted to open my auto-saved document--this did 
not happen.)

I worked on the document for a good 40 minutes so the auto-save should 
have worked, right? /Does/ it work on the Windows version of LyX and if 
so, where does it put the backup files? I can't find them anywhere. Can 
anyone help me out?

Thanks,

TJ McLaughlin