Check if the files are hidden, in the folder where you expected the files to be press:
CTRL + A that is hold CTRL key pres A, did it say anything to you?
Run a UNDELETE program, there are demos and such available on shareware sites like, tucows.com, download.com etc... but I recommend you to not use the hard disk which you got your files lost because you might over write them and will make it impossible to save your deleted files. If you plan to recover files like undeleting, plug your harddisk to another computer and make it a slave harddisk (wher the OS is not running on it and another OS controlling it) then run undelete program on that hard disk.
Some software I know,
powerquest.com has some software and some other ones, I knowthere is another excellent one called Easy Recovery - By Ontrack company (ontrack.com) their software is great but I do not know if it is for NTFS file systems, check with their web site ( i am sure they support NTFS).
Cheers :-D
Thanks