Missing my pictures folder, cannot find it!

I would appreciate help on this situation:

When I open "My documents", there is no "My pictures folder".

I cannot locate it by searching my disk or any other method.

Here is more information about the situation:

A week ago or so, I had 18 GB of pictures in "My pictures" folder, all of them neatly organized in more than a hundred folders of pictures under the "My pictures" folder. My 40 BG hard drive had about 2.7 GB of free space. I wanted to free some space. So, I made a copy of the "My pictures" folder in an external hard  drive, and I  still have that  copy. Then I  disconnected and safely stored the external hard drive, so I am operating without external storage. I then deleted about 4 GB of pictures from the "My pictures" folder, and then emptied the recycle bin.  Now my 40 GB hard drive has about 6.7 GB of free space. This tells me that the other 14 GB of pictures, i.e., those that I did  not delete, which are well-organized in nearly a hundred folders, must be somewhere around in my C: hard drive (there is nothing else in my computer that would utilize that much space).  The only problem is that I cannot find the "My pictures"  folder nor any of the hundred folders under it. Searching for the name of any of these folders, finds nothing. Some shortcuts i have in my desktop pointing to some of those  photos,  point to nothing now.

In summary, I am perplexed. I do  not understand how come that there  is no "My pictures" folder under "My documents", when the Windows XP documentation  says that every user has a "My documents" folder that contains a "My pictures" folder.  And I cannot find any information anywhere that would explain the absence of the "My pictures" folder. 

Can anyone help, please?