PIL Question

[PyNewbie]

Hi,

I'm new with Python and PIL. I have a very simple question regarding an image capture function I'm attempting. 

Here is the code:


>>> from PIL import ImageGrab
>>> ImageGrab.grab().save("screen_capture.jpg", "JPEG")

Question: I can't seem to find the captured image, where does it go?  The python Shell IDE does not display an error, and the code appears to have been processed. 

Additional Info: I'm using Python 2.6, and PIL 1.1.7 for Python 2.6 Windows.