that is odd - since that folder is not managed by the installer
it is created when the game runs - and as far as I know won't be removed
are you running any virus or malware software which might disable the files to be saved there?
Sorry I forgot to say that I deleted the folder myself because I wanted to delete any files and folders the game created to make everything as the first time to see if it's gonna work properly. But still I think the game should create this folder again, no matter if it's been deleted once. Also, I don't think the antivirus software prevents the folder being created. Like I said, yesterday the folder was there so that means it had been created once. I haven't changed anything on my computer since then.
I really would like you to help me as soon as possible because I haven't played the game since yesterday. I want to play it without any worries about erasing the data and starting over. Excuse me if you are busy and I worry you. :)