Where is the correct folder path for trail-PNGs on CursorFX 2.0/WinXP SP3?

Maybe this is a dumb question, and maybe this even was discussed before.

However the forum search did not result in anything helpful, so I need to open a thread for this.

I have downloaded some mouse trails (several single PNG files in a zip) and cannot figure where to put them.

C:\Dokumente und Einstellungen\All Users\Dokumente\Stardock\CursorFX

C:\Programme\Stardock\CursorFX

The only reasonable paths I can think of, where to find the trails are these two. However

I had NO trails or effects subfolder in either of them.

I tried to create a subfolder named 'Trails' in both paths and extracted the zip into that folder, but the trails

still did not show in the selectable trails list.

P.s.: Yes, I bought and installed the full version of CursorFX 2.0, not the limited shareware.