FYI

I think some virus when they attack your system may remove your Folder Option menu and i think you can recover it back through this, just try.

 Always take a backup before editing any major files because sometimes we might need a rollback.

Tested with Windows XP pro, and I’m not sure whether this
will work with other XP variants.
Removing the “Folder Options” menu involves modifying the Windows
Group Policy editor (gpedit.msc).

Just follow the below listed steps.

1. Go to Start >> Run
Type gpedit.msc and press Enter.

2. In the resulting window, navigate to the folder
User Configuration >> Administrative Templates >> Windows Components
>> Windows Explorer.
Look for the key named “Removes the Folder Options menu from the Tools
Menu”.
Double-click the key and select Enable.
Click OK.

3. To display the “Folder Options” menu, follow the previous steps and
select the Not Configured option for the “Removes the Folder Options
menu from the Tools Menu” key.

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