It´s inside the own Illustrator installation folder. For example...if you are in Windows 7 64 bits...by default it´s HD > Program Files(x86) > Adobe > Adobe Illustrator CS5 > Scripts.
Which OS are you?
I discovered that the complete file path to the script folder on Windows 7 is:
C:\Program Files (x86)\Adobe\Adobe Illustrator CS5\Presets\en_US\Scripts
Unfortunately, in my office, that folder is protected for aministrative access only. Ugh.