A simple way of finding out where your .obj file is stashed is to open up your .cr2 file in Wordpad or something similar.  Right at the top you should see a line like...

figureResFile :Runtime:Geometries:Anton'sApolloMaximus:ApolloMaximus2005.obj

...which gives the path that the figure will look for to find it's geometry file.

You can also edit this line if you prefer to move the .obj file to a folder of your choice.  Be warned though, there are TWO referenced to this path in a .cr2 file.  It's an easy enough job to "search" for the second one though and adjust it accordingly.

The liver is evil - It must be punished.