The first step to recovering your data is to stop using the drive containing the lost files. Mac OS X overwrites free space very quickly with temp files. If your missing files are on your boot drive you will want to shut down your system right away. Download a file recovery program such as FileSalvage
to recover your lost files. If you will be recovering files from the boot drive you will want to install the file recovery software on a different Mac and connect the drive you will be recovering from via Target Disk Mode.
You will also need to save the recovered files to a different drive then the drive you are recovering them from. Some file recovery programs offer bootable CD's to help in recovering from your boot drive without the use of a second computer.