Files deleted in server from terminal not found…

Hi, I have a problem with a directory that a user deleted from his terminal, I wasn’t able to find the deleted directory in the server. Not a trace of it, not in recycle bin or anywhere else. If somebody can tell me please what can I do, or at least why I can?t recover the files it will be of much use so I can explain it to the user. Thanks in advance. The terminal OS is WinXP, the server OS is Windows 2000 Server.