Hi,
Instead of the damn frustrating and time consuming searching for the lost folder, I suggest using a nigty little program called VUEPRO. Its available at HAMRICK.COM for free.
I have been using it for many years to adjust, zip, slide show, and movie clips etc. It also allows for instant adding of WALLPAPER.
The trick here is to make the pic just the way YOU want it, then save as wallpaper.
Give the file a name, and see EXACTLY WHERE on the C drive Vupro saves this new wallpaper youjust created.
Chances are, with the search of C, you will also find your hidden DESKTOP folder that includes wallpaper.
I personally, cannot find where XP has dDELIBERATELY hidden the COOKIIE FOLDER.
I do know they have secretly scummed the public by allowing hidden "follower/tracker" cookies to be installed along with the installation of XP.
I'm sure, with all the neat little tools that VUEPRO has, you will enjoy it. I keep a desktop Icon for immediate access to it.
TOM