Open your Recycle Bin and check if your deleted file is there. Oftentimes, just because you delete a file doesn't mean it's gone forever. It is placed in your computer's Recycle Bin (PC) or Trash (Mac). If you've caught your mistake before you empty your trash, you can simply open your Recycle Bin, find the file you wish to restore, right-click on it and choose "Restore" from the pop-up menu. This will return the file to its original location with no damage done. If you've accidentally emptied the bin and deleted all the files within, however, you have to go through a few more steps before recovering your files.
Download a program from the Internet that recovers deleted files. There are a number of free ones, such as Restoration, Uneraser or Data Recovery Wizard. Because they're free (or offer free trials), however, they may not do as thorough a job as a program that you have to pay for--such as Recover Lost Data ($40 as of late 2010), or Data Rescue for Mac users. Links to the free programs can be found in Resources. Click on "Download." Follow the onscreen prompts to download and install the program onto your computer.
Open your file recovery program once it's been properly downloaded and installed on your computer. Follow the instructions on screen to begin a search. You will likely have to type in a search parameter to limit your search findings. Type in the file type or keyword (such as .MP3 or .DOC) in the field when it asks for it. Because these programs will find almost all files on your computer that you've ever deleted, including files deleted during program uninstalls, you need to limit your search. Typing in these parameters will help do this.
Scroll through the list of deleted files that come up in the left box. These will be the files deleted off of your computer that match the search string you supplied. Often they are sorted according to date or title, so search through them and find the file you want to restore. Select/Highlight it, and click on the "Restore" or "Recover" button. This will copy the file and return it to your hard drive, where you can open it as if you had never deleted it in the first place.