Missing space

On my computer it claims roughly 40GB of space is taken up but I can't see where. I've searched through folders with Windows and Program files making up around 6GB together.
I can't understand what's taking up this extra space, are there any measures I can take to at least find out what's clogging it up?

There is a tool that I use all the time, it's called OverDisk. It's a neat little program that indexes exactly how much space is being taken up by folders and files on your PC.

here is a screenshot of it in action on my own pc --> http://img474.imageshack.us/img474/3026/overdisk9fp.png

Clicking on any one of those folders will cause the view to enlarge. I use it all the time to see what is taking up the most space on my PC and can analyze what needs to be deleted or archived or saved or whatever.