Big problem. Files disappear. Why?

[Sweet As]

Something strange has happened to me twice in the last month. I've gone to open up a file but get the following error message, "That file seems to be empty."

When looking at the file icon the file size has disappeared to 0kb, as shown in the screen capture. Meaning? The file no longer exists.

I'm worried that if this continues to happen, all my files will soon disappear! Anyone have any ideas on what's going on? It's potentially disastrous for me.