unexpected deletion

[BKemic]

Dear administrator,

I downloaded and installed the file 

Emacs-21.3-5.zip 
<http://www.math.unl.edu/%7Erdieter1/Software/Windows/Emacs-21.3-5.zip>

(from http://www.math.unl.edu/~rdieter1/Software/Windows/). 

Then, without prior restarting the computer, I replaced the zipped file 
Emacs-21.3-5.zip 
<http://www.math.unl.edu/%7Erdieter1/Software/Windows/Emacs-21.3-5.zip>

to a folder on the Desktop. Then deleting the folder  Emacs-21.3.5 (on the Desktop) with 

unzipped content I unexpectedly deleted the entire folder that contained the 
zipped file.

I would ask you to explain me what happened and is there a possibility that I 
lose some other

data from my computer besides the mentioned folder that contained the zipped 
Emacs-file?

Thank you very much in advance.

With regards

B.Kemich