if you did then use a file recovery program. there are recovery programs unique to your brand like sony's recovery program for their memory sticks.

i have heard so many people just pity themselves because of this one.

Just as additional comment on this:

Be careful with some of the free recovery tools which you can find online. Some of the utilities, such as http://www.recovermyfiles.com/ (which just happens to be one I tested) I have found to have very low sucess rates. Sadly, you tend to get what you pay for, as utilites (which as the programs mentioned above which are often brand-specific like the Sony above) tend to vary a lot in their success rates. This is an area which you can't often afford to fail in your task, so I'd recommend using a good product right away.

Wish I could give you specific links I've used, but I don't have any on me right now.