When wyBuild compares versions of your software it decides which files will be added, which files will be patched, and which files/folders will be deleted. Let's say you have version 1.0 and version 1.1. If in version 1.0 you have a folder "YourFolder" and in version 1.1 this folder isn't present in wyBuild then wyBuild will see that as "OK, I'll delete the YourFolder in the version 1.1 update".
Does that make sense?
So to prevent wyUpdate from deleting files and folders then make sure they exist in both the old version and the new version. In the [url=http://wyday.com/wybuild/help/walkthrough.php:1ai53oqt]step-by-step walkthrough[/url:1ai53oqt] will tell you to add [i:1ai53oqt]all[/i:1ai53oqt] the files and folders for every version. Are you doing that?