It's is logical that you are missing dir's that is what a format does cleaning your disk (this is a fast format though so it only clears the File Allocation Table, so the files are there and can be recovered).
I have done the procedure a few times without problems, just tell me what versions you are using (firmware and Sonic Stage)
You have to be connected to the internet though to restore numbers, it has to check if they are legal.
Worst case backup Sonicstage using the tool and than deinstall sonicstage, remove the sony dir in C:program files and c: program files\common and reinstall starting with the version that came with the Vaio, then upgrade to 2.3 and eventally to 3.1 (I use 3.1)
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