Step 1. Check the recycle bin.

Step 2. Make a sector-level backup of the disk by removing the disk and placing it in another system. You will need at least as much space on another drive on which you'll write the image as the original drive. You can use an external drive. Buy one, if you don't yet have a backup drive. Avoid MyBook (I see too many of them). If the disk is healthy, driveimagexml from
www.runtime.org will do the trick. Make sure the external drive is formatted with NTFS as they are usually pre-formatted with FAT32, which won't work for large images if they are stored as a single file.
Step 3.
www.ntfsundelete.com www.recuva.com www.cgsecurity.org or commercial recovery software (r-studio, active@ undelete, easyrecovery, ufs explorer, and a bunch of others)
Do not attempt to run CHKDSK, defrag, or any other similar utilities that claim to fix drives as you will definitely have a problem finding your data after that.
If you hear any loud noises from the disk, discontinue immediately and call someone who can help.
While it may be tempting to take shortcuts, don't. Do not recover data to the same drive on which it was lost. An external backup drive works fine for that purpose.