I was told that to resolve a problem I have with VLC , to remove the file
%appdata%\vlc .
How do I find the file?

Much, much easier to uninstall the app and download a fresh version. After the uninstall you could run a Registry cleaner such as Ccleaner.

I should have mentioned that I have done that. Sorry about that. I also use an uninstaller that takes care of the Registry (Revo Uninstaller)

Ok then. Open up Windows Explorer (not Internet Explorer) and paste %appdata%\vlc in the address bar.

Thank you. I found it, deleted it. And VLC is working again.

Well done. I love VLC too.