Hello Frank
You should be able to see them in the Movies Section of iTunes under the Rental Tab. If you sill could not find it then my suggestion would be to locate the file on the computer and then double click on it to play the movie. The following article will assist with locating the files on the computer.
Where are my iTunes files located?
http://support.apple.com/kb/ht1391
Thanks for using Apple Support Communities.
Regards,
-Norm G.