As far as I remember, this document and settings directory exists for the win NT series only, not win98/Me
maybe you should look under c:\temp or c:\windows\temp
btw, to find your temp directory I believe you can try the following:
start a dos shell (start->execute->command or start->execute->cmd depending on win version)
type set temp
watch the result
type set tmp
watch the result
I'm not sure the environment variables are the same under win98/Me though
P.S. I just remembered that when it exists, the Local Settings directory is hidden by default, you have to go through "explorer->tools->folder options->view->show hidden files and folders" to make it appear
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