It's not missing because you can't actually delete it. It may be tucked in some subfolder that you've created. From the home screen, gently slide your finger down just a little from the top towards the bottom and that'll bring up the Spotlight Search box. From there just start typing the word "Settings" and it should pop up under Applications. Tap it and enjoy...or you can just open every subfolder you've got on your phone until you find it. But trust me...it's there...
