In order for the operating system and applications to access and use profiles available, they must be stored in the correct default locations. Some applications will store them in other locations as well. Profiles from X-Rite products are automatically saved to the proper location, and, in the case of monitor profiles, set as the system default.
Some applications will also store profiles in separate locations. It is quite common to have several profiles in the system, only one of which is being used at any one time. Printer and scanner profiles live in the same directory but typically will have names describing different paper settings for the printer or perhaps one for prints and one for transparencies for the scanner. These generally are not set as a system defaults, but are used at the application or driver level.
On Mac OSX profiles are located at one of the following two locations:
/Library/ColorSync/Profiles - if located here all users can use them, but only admin users and authenticated installers can add or remove them.
/Users/<username>/Library/ColorSync/Profiles - profiles in this location can only be used by this user.
Windows (XP, Vista and Windows 7) are located:
If you cannot find your profile in the default location, try a search for *.icc or *.icm to find all the profiles on your system.