Unfinished files, were are they?

Have you looked in the root folder of the client and the unfinished folder in there?

What I know I have looked everywere, even made a search for files that should be there somewere, but no results :(

what OS are you running? And client version is?

I'm using Vista and DC++ 0.704.

Well, technically the folder is called "Incomplete" by default. If the Unfinished folder setting is blank, you should be able to find your unfinished files folder in the directory of which you installed DC++. If the setting isn't blank; well, then that's your folder.

Do note that if you're using the dcppboot.xml file to store your settings etc in another folder than default, the Incomplete folder will, of course, also be there.

If you still can't find the folder, I suggest you turn on visibility of hidden items (in Windows). Maybe the folder is hidden... (It shouldn't.)

I know it sounds very strange. A week ago or two all the unfinished files were in a folder I have created but a couple of days ago DC stopped saving the files there for some reason. Then in settings I set the settings blank to see if any differens, but one strange thing is when I klick "brows" there is an old folder vissible thats not exists, a folder I have deleted several months ago.

I have turned on visibility but nothing happens :(

Since you're running DC++ 0.704 with Windows Vista, try going to this folder:
C:\Users\Admin\AppData\Local\VirtualStore\Program Files\DC++

That's where I found my XML (ADLSearch, DCPlusPlus, Favorites & Queue) files + folders (Certificates, Downloads, Filelist, Hublist, Incomplete & Logs) when I needed to check on DC++ and make fresh installment. I hope this is helpful.