Hello I guess your project wasn't deleted. You have only individual files open instead of project. Press small arrow next to open project button. You should see recent project file. Open your project and all your files will be back.
In PSPad you can work with individual files or with projects. PSPad doesn't delete files if you don't do it using PSPad file explorer intentionally. -- <http://forum.pspad.com/read.php?2,63171,63175> PSPad freeware editor http://www.pspad.com
