You probably don’t need this info 5 months down the line, but the sequence presets are stored in this folder:
Users/[USER]/Documents/Adobe/Premiere Pro/6.0/Settings/Custom/
Custom effects presets are stored in this file:
Users/[USER]/Library/Application Support/Adobe/Premiere Pro/6.0/Effect Presets and Custom Items.prfpset
Media Encoder presets are stored in this folder:
Users/[USER]/Library/Preferences/Adobe/Common/AME/6.0/Presets
Seems an awful mess to me, they couldn’t make it more illogical if they tried.