http://warlords.swrebellion.com/smf/index.php/topic,232.0.html read that, I'm not sure if Evil has decided on what era yet, as its been a while since i read that topic.
What version is your sins, that could b e the problem. I think its has to be v. 1.05 it, when you start the game up the version number should be in the lower right corner.
Your appdata folder might be listed as hidden, i know it was on my comp, just go into folder options and go to the view tab, and click show hidden, if its still not there I'm not sure what to do from that point. Hope this helps.