On a Sitecore 7.2 content delivery instance I'm generating items in a folder on the web database, since there is no master db on content delivery. This works well. But the problem is that the generated items would be removed on a publish above its folder.
Is there a way to prevent the folder containing the generated items on web db to be removed?
No, there is no option.
In fact you should never generate content in web database directly.
There are multiple options, like generating the data in master database and autopublishing to web or storing the data in external databases.
More can be read e.g. here: https://sitecore.stackexchange.com/questions/2355/options-for-handling-user-generated-content
