I assume you logged into the user, then looked in your Music, Pictures and Movie type folders right?
If not there, you might just have to transfer manually.
It's no big deal, you just need a external drive formatted FAT32 (aks FAT, MSDOS) on the Windows PC, transfer your files folders to it and then connect it to the Mac.
If you happened to have larger than 4GB sized files, you need to format the drive exFAT on Windows, if you have Windows XP you need to download exFAT from Microsoft and install that first before formatting the drive. Vista and Win 7 already has exFAT.
Mac's can read/write exFAT and FAT32 no problem, it's if you format the exteranl drive NTFS on Windows that the Mac can't write it.
Perhaps that's why your migration didn't go as expected, Microsoft may have slightly changed something and the Mac didn't read the NTFS drive and it's changes.
So go the FAT32/ exFAT with a external drive and just transfer the contents of your files into the same folders on the same named user on the Mac and most everything should work as expected.
https://discussions.apple.com/thread/3358920