I accidently dragged a Mail Folder over to my Inbox (reading pane) and dropped it on an email message. It's now gone. What can I do?

I accidently dragged a Mail Folder over to my Inbox and dropped it on an email message. It's now gone. What can I do? I need this folder back. I do not see how a folder can live in an email. The folder is nowhere to be found.

Thanks

James A+, Network+, MCP