sounds like you have the hidden folders problem. to fix the problem open 'my computer' click on tools, then on folder options then on the view tab and make sure that hidden files & folders are set to show hidden files & folders and while you are here I also suggest removing the tick from hide extensions for known file types then click ok.
now you should be able to see the 'local settings' and the 'application data' folders in the path C:\Documents and Settings\owner\Local Settings\Application Data\Ironclad Games\Sins of a Solar Empire.
in the sins folder you should see about 14 folders
hope this helps
harpo