Did you empty the trash? If you click on the trash icon in the dock, is the file in there? If it is then drag it out to wherever you want to it to be.
If the file is no longer in the trash....
1. If you are using OS X 10.5 (Leopard) and you have time machine enabled you can restore a file easily.
2. There are 3rd party programs that can restore files. But.... if the file is really really important, try not to save or write any files on your mac....
I haven't tried any 3rd party programs to restore files so I can't recommend any - but here are a few I've heard of:
Let us know if this helps or not.