You need to look in your hdfs-default.xml configuration file for the dfs.data.dir setting. The default setting is: ${hadoop.tmp.dir}/dfs/data and note that the ${hadoop.tmp.dir} is actually in core-default.xml described here.
The configuration options are described here. The description for this setting is:
Determines where on the local
filesystem an DFS data node should
store its blocks. If this is a
comma-delimited list of directories,
then data will be stored in all named
directories, typically on different
devices. Directories that do not exist
are ignored.
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