i would like to add some coordinate systems but i cannot find folder with .prj files.
They've totally revamped this part of the software at 10.1. This is a good thing, the thousands of files to install really slowed down the install. I'm guessing they set up a database somewhere that replaces the Coordinate Systems folder.
You could either:
1) import the coordinate systems from a .prj file one by one and add them to your Favorites, or
2) Set up a connection in ArcCatalog to a folder you have with your custom .prj files.
If you want to set some standard coordinate systems up for your site, hopefully I'll get an answer to [thread=60147]my recent post[/thread] on this topic in the install/config forum.