Did you just upgrade to IE7? Is your folder options showing Protected
Operating System Files?

AFAIK cookies folder will be recreated if it's deleted (but I may be wrong).

"tommyvin" <tommyvin@discussions.microsoft.com> wrote in message
news:AAFEB65C-049F-4B37-A933-EC73DDC38839@microsoft.com...
> When I used to right click the Start button and the left click Explore, I
> could see the Cookies folder just under Owner. Now it's missing. Perhaps
> instead of deleting all the cookies (except Index), I deleted the entire
> folder.
>
> Should I have this folder? Is it possible to put it back? How do I do
> this?