What is telling you that the files aren't on your hard drive? What are your import settings?
My guess is that you are importing the files into a managed library that, by default, is stored in the Pictures folder that is inside your Home folder. You can check and see if there is an Aperture library in that folder. I'm assuming your files are in there.
You can right-click on that Aperture library and choose show package contents which will show you the folders that are inside your library, one being a folder titled Masters. That folder should hold all your RAW files. BUT, I don't recommend that you go mucking about in there. In fact, I don't even recommend going in there at all if you don't know what you're doing.
You can test if your images are in there more easily by selecting one of your images in Aperture, clicking on the File menu > Export > Version and send it to your Desktop. If it works, you're fine. If it doesn't work post back here.
You might also want to look at the online Aperture manual and learn about managed and referenced libraries in Aperture: http://documentation.apple.com/en/aperture/usermanual/
Hope that helps.