Good that it works!
I had to reinstall UrT for already 2 times, just a wierd message that wouldn't let me play. I fixed it by deleting everything from UrT, so also maps, demos, screenshots etc. It was a pitty, but I can play it now at least , and my demos appear in my demo folder, as it should be.
As long as your demos don't appear in your 'normal' folder, I guess you need to go the 'long' way evertime. However, you found them, and that's nice.
I also have Vista, I don't exactly know if this works on XP or W7, or even something else...