Restoration is a free program that can scan your hard drive, floppy diskette or USB thumb drive and find files that have been deleted (Windows doesn't actually destroy files that you delete: it just marks the space they occupy as being available). It can then recover any recently deleted files it finds with a single mouse click.
You can filter the results if you know the name of the file you are looking for, which is much easier than wading through the list of the hundreds of deleted files it usually finds (including temporary files, cached Web files, etc).
Restoration doesn't need to be installed to work. Just keep the program on a floppy or an optical disc and pop it into the drive and run it when you need it (This approach also prevents your accidentally overwriting the deleted file). Although the program has not been updated since 2004, it still worked well in my informal tests and it recovered several files that I had deleted without problems.