It's also very similar under Vista and Win7 too, just click start, then in the search box type "appdata" and hit enter, this will open the "AppData" folder, inside there will be a folder named "Local", inside the "Local" folder you will find the "Activision" folder,
FOR COD2 AND COD4 WITH USER ACCOUNT CONTROL TURNED ON !!!!
It should also be noted that for Users that use User Account Control (UAC), there is also a folder in the "Local" folder named "Virtual Store", this is basicly a folder that software uses to save data that should be in the Program Files folder but cannot be written there because UAC blocks it, so if you have UAC enabled you should find a Program Files (or Program Files(x86) for 64bit users) folder, then inside there an Activision Folder, this is where maps and mods are stored for COD2 and COD4 Under Vista and Win7 with UAC turned on..