This photo of my car should give you a good idea of where it is. The plastic cover (that covers half the windscreen, you can see the drivers side one still in place) has a little channel in it (edit: on the underside) that should channel water down away from the filter - but the top of the plastic cover is supposed to be glued onto the windscreen as well, to keep water out. I assume the standard glue either isn't working, or the channel isn't drawing the water that does seep thru away.
When my windscreen was replaced, the cover was glued back on all the way across to avoid water ingress (and of course the channel on the underside to draw water away was still moulded into the plastic cover).
Hope that helps.
Tim