I was moderated, and I was wondering what the proper thing to have done was.

A person had lost their games, and wanted to know if anyone could find them. I found them for the player, but clearly posting the links was in violation of the rules.

How should I have helped this player get to their lost games?

Describing how exactly you went about finding them for him, so he can follow you step by step ?
Actually, I have no idea.
I'm only replying to doff my hat at you in appreciation fore helping a fellow player.

Sent them rMail?

 I'm not a admin? but it should come  down to how the player Player' lost his games'

  If  they were  shut down, the admin would have their reason, and  ...well..if you helped  him, you would be getting Moderated

 If some  Glitch or change of computer caused him to lose it?..there is a search engine on our site to hunt down games.

 As  Engine said?  Send Admins  a R=mail and ask why, then yo will know if you need to be concerned.

The correct way to deal with it would have been to explain the steps you took to find their games, or direct them to rMail the Moderators for help.

Anything else is against the forum rules - games can not be named, linked to, or otherwise identified anywhere except the appropriate advertising forums (and in most of them, only the GM can advertise his games).

Also note that by naming their games for you to find, they themselves were, in fact, in breach of the forum's rules.