"She cooks an egg in the kitchen."

Translation: Lei cucina un uovo nella cucina.

[CreyB]

prepositions used in combination with definite articles form contracted words. In this case, IN + LA = NELLA.

[wjones451]

Why can't you say "in la cucina"?

[mollymilstone]

The contraction of "in la" to "nella" is compulsory

[xyphax]

Here's a nifty table ;-)
http://italian.about.com/library/fare/blfare153a.htm