Get something like Undelete, the sooner you search the better.
When you click delete the file stays on your disk, the PC just removes the information about that file. It doesnt stay hidden forever though, as the file can be overwritten by doing something simple like a shutdown. Once its overwritten its gone for good.
However if its a seriously important file you can send your disk off to be revived, the disk can be read from the side as specialists run a magnet over to re-arrange the disks surface. (but its a bit more technical than that

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