Windows XP forum: My Games folder is Empty!

To clear up disc space I went to Disc Clean Up, then More Options, and in Windows Components found a lot of things with ticks alongside them. The dialogue said "To Add Or Remove a Component Click the Checkbox". The only thing I wanted to remove was the Fax item (which was already ticked) so I left that and unticked everything else. Mistake! When I went back to my desktop I found the icons for Internet Explorer, Outlook Express, MSN Explorer had disappeared. I managed to find Internet Explorer and Outlook Express on my system and put the short-cuts back on my Desktop but other items - ie Accessories & Utilities, Management & Monitoring Tools, MSN Explorer and Update Root Certificates I'm not sure what happened to them! I do know that when I went to my Games folder it was EMPTY! (Would that have been in Accessories & Utilities?)
I tried to reverse what I had done in Disc Clean Up and was told to insert my CD of Windows XP into the drive. This I did but it refused to work telling me I must insert the CD containing Pack 2 into the drive. My Windows XP Home Edition CD has on the envelope "Includes Service Pack 2". It is an OEM and presumably Pack 2 is incorporated with XP.
Is there anything I can do to get my Games folder back (full not empty!). I tried going back on my computer to before I made the changes but got the message (can't go back to last recovery point as no changes have been made on your computer)!
Appreciate any help!