Well, the obvious answer is to restore it from your backup. Novice users
usually don't have a backup, more experienced users do.
What preceded the disappearance? Did you happen to run System Restore
lately, if yes, you might want to undo your last restore; that selection is
on the System Restore Window. While System Restore should not remove a
non-system file or folder, it can happen to a recently created file or
folder if it was not a sub-folder of "My Documents" which SR specifically
leaves alone and might be the source of this issue.
If you didn't recently perform a System Restore that might have precipitated
this, try doing a search in Explorer for a file type included in that
folder, the type should lead you to any such files included in that folder
and as such, lead you to the folder.
