http://unity3d.com/support/documentation/ScriptReference/PlayerPrefs.html

On Windows standalone players, PlayerPrefs are stored in the registry under HKCU\Software[company name][product name] key, where company and product names are the names set up in Project Settings.

On Web players, PlayerPrefs are stored in binary files under %APPDATA%\Unity\WebPlayerPrefs on Windows.

I asked a friend and he told me how to get to it and it works:

click start, type "regedit" and open it

go into HKEY_CURRENT_USER

then Software, etc as the original one states.