In Windows 7, the second one is normally hiding away in C, Users, "yourname" (and by this I mean whatever your logon is), AppData, Roaming, Research In Motion, BlackBerry, Loader XML.
Please note you will also need to go to Control Panel, Folder Options, View and change the Hidden files and folders option to "Show hidden files, folders, and drives".
I've heard about the 2nd file but could never find it. The only file in my C:\Users\<Your username>\AppData\Roaming\Research In Motion\BlackBerry\Loader XML directory is Device.xml.
Vendor.xml Locations:
C:\Users\*user name*\AppData\Roaming\Research In Motion\BlackBerry\Loader XML
C:\Program Files (x86)\Common Files\Research In Motion\AppLoader