Hmm, are you running Windows Vista or Windows 7?
Those file may be in your Virtual store, which is a way that Windows can "fudge" write access to folders to application that expect it but don't have it.
To the program, the real folder and the "virtual store" folder are merged and look like one big folder. But they are two separate places on the actual file system. This way, the real folder can have restrictive permissions, but application that expect write access to that folder will instead have their write requests "redirected" to the virtual store folder, which they will have write access to.
IMO, it is a very awkward hack.
I believe we have had reports of some installations of AI War, especially done through a "psuedo-installer" like Steam, installing many of the files under the virtual store instead of the actual install directory. I would suspect that some people would encounter similar situations for AVWW.
For most people virtual store can be found at C:\Users\your user name\AppData\Local\VirtualStore
You may want to try to see if you can find your missing files there.
Amusingly, there is little to no official Microsoft documentation about this feature. There are ways to avoid it if you are willing to dig into NTFS permissions.