\Adobe InDesign CS3\Scripts\Scripts Panel
And the easiest way (CS3 and later) to get there, is right-click on the Scripts folder in the Script panel and select "Reveal in Explorer/Finder".
An excerpt from online help:
The Scripts panel displays the scripts that are located in the Scripts folders in the InDesign application folder and in your Preferences folders. If you create or receive a script, you can place it in the Scripts Panel folder so that it shows up in the Scripts panel.