I had the same problem, I downloaded the device system software and installed it on the PC, and then got that folder. I am with Cingular and the link to the download location is at
https://www.blackberry.com/Downloads...E4F82F9F00E7D4
I got the link from a search on these forums, if you are on another carrier, you will have to search for it in these forums or go to your carriers support pages and look for it there. For the Cingular page, I downloaded the 8700c software, installed it and got those folders.