The message store has a directory hierarchy that matches the folder
hierarchy, so you can go to the message store location and look under Local
Folders and see if the directory named after the folder you deleted is still
there. The location of the message store can be found at Tools | Options |
Advanced | Maintenance | Store Folder. See also
www.oehelp.com/backup.aspx
for background on how messages are stored in WinMail.
For the future, disable the folder list and enable the folder bar under View
| Layout and it will be much more difficult to delete an entire folder.
Also you might consider making a backup if you consider your messages
important.
steve