Download DiskView, which shows you a graphical map of your disk, allowing you to determine where a file is located or, by clicking on a cluster, seeing which file occupies it. Double-click to get more information about a file to which a cluster is allocated.

The readme begins with:

Diskview for Windows NT/2K/XP/2K3                              Copyright (C) 2004 Bryce Cogswell                              Sysinternals -                              Using Diskview                              --------------                              Start Diskview.exe from its home directory. Select a volume                              and press the Refresh button.