My roms folder seems to have disappeared!

Here's the thing:
- I just used ClrMame Pro, and everything seemed to work okay.
- I'm using Mame32 0.88
- Even though I can't see the folder (there is literally an empty space where it used to be) the games WILL load. But from where? The filepath has not changed!?

Has anybody encountered this before?

What I know:
- it's not a "hidden" or "read only" file.
- when I click on properties of my Mame folder, it tells me the number of folders is 22, though I count 21. i.e: 21+ my invisible roms folder....
- With ClrMame Pro, I basically followed the instructios found here:
http://www.mameworld.net/easyemu/
- I did not do any Rebuilding or merging, merely scanning and fixing.

Hopefully someone can help me out.