applet sub-directory of the sketch directory not created


I have Arduino IDE 1.0.5.r2 installed on Winows 7 Home Premium SP1 and I can't get the applet sub-directory on the sketch directory after uploading.

If I want to get de Cpp file created, I must copy it from the 'build' folder on the 'AppData\Local\Temp' directory before closing the Ardiono IDE.

What I am doing wrong?