So, I imported a database from SQL Server 2005 into MySQL, the data in SQL Server was about 500MB. There were 14 tables.
It was converted to mostly 9 InnoDB tables and 5 MyISAM.
I look in the "MySQL\MySQL 5.0\Data\MyDatabase\" directory and the size of files is barely a few megs. Seems like just the tables who were converted to MyISAM are showing the real size it should be, while the InnoDB tables are just a few KBs.

Now if I browse with MySQL Browser or MySQL Administrator, I see there's data in my database.

But where's the data really stored ? windows\system !? a hidden directory?

I dont see how MySQL could've compressed the data so much, esp from MS SQL Server 2005 !

In MySql, for every MyISAM table you should've .MYD, .MYI and .frm files.
For Innodb, there seems to be only .frm files and db.opt file.

I found a big data called: ibdata1, without extension on the root of :

C:\MySQL\MySQL Server 5.0\data

Later I saw this filename on the config. I think that's were the InnoDB data goes.