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Dot files (files that begin with a ".") are used in Unix systems for configuration, and so they're hidden files in the graphical interface of OS X. Like the above poster said, it's there in the folder where you expect it to be, but you cannot see it from Finder without hacking Finder. You can also of course use the Terminal as mentioned above. You'll see it with ls -la (but of course not with just ls).
 
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