A normal delete in Windows just means that references to the file(s) have been removed, the actual file may still be there on the hard-drive. So undelete programs simply recreate the reference, and you get your "deleted" file back.
First of all, don't copy files to the drive that contains the data you want to undelete, or otherwise make any big changes to the drive, as this could overwrite your "deleted" data. Ideally, you won't want to use the same drive/computer until you're ready to attempt recovery.
Next, download the free Recuva software to recover your lost files:
I recommend installing the portable version to a USB thumb drive (better if you download and install using another computer too - again, all to reduce the chance of permanently deleting the data you want to retrieve).
How find your deleted data?
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