If in LR3 you told Lightroom to put the presets, etc. with the catalog, within the folder where the catalog is will be a 'Lightroom settings' folder. Within that folder will be all of your presets, etc.
My folder structure looks like this:
Pictures
Camera(s)
Year
Month, etc.
Lightroom (this is is the folder where all of my Lightroom catalogs are)
Lightroom Settings
Develop Presets, etc.
By putting all of my catalogs in one folder, they all share the same Lightroom Settings folder, and by having both images and catalogs, etc. under Pictures, backing up the Pictures folder backs up everything. YMMV!
Mike.