My Script compiles, but I can't find the .HS file!

From OHRRPGCE-Wiki

When you compile your HSS script, the importable compiled HS file should always be located in the same directory where your HSS file is saved. If your script file is named myscript.hss then the compiled file will be named myscript.hs. If your script file is named Exploding Glory Quest III EX Plus Plotscripts.hss then the compiled file will be named Exploding Glory Quest III EX Plus Plotscripts.hs

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My scripts won't compile! Why?