Do you mean it's empty or just plain gone?
In Outlook, click Tools>E-Mail Accounts.
Under "Directory", select "View or Change Existing Directories or Address Books"
Click "Next". Do you see an existing Address book?
If not, click "Add" then select "Additional Address Books" then Click "Next".
Do you see any Address books Now?
I'm at a machine with Outlook 2003 right at the moment.
If your version is different, please post it.