Open up Internet Explorer and goto Tools > Internet Options.

Under the General tab click the Settings button under ''Temporary Internet Files''.

Then click the Move Folder button. In the ''Browse for folder'' window, navigate to C\Documents and Settings\(Username)\ and highlight Local Settings.

That should return the folder to where it was before. It may not restore your cookies, but it will get the folder back to where it should be.

If you do lose your cookies don't worry. It just means that the web pages you visit that places cookies on your computer will have to place them there again, and you may have to ''login'' again at the web sites initially.