This is a tricky problem. There are two cases:
1) You sent it to the Recycle Bin somehow and then cleared the Recycle Bin and
2) It's in some obscure corner of your computer.
So, let's start with the worst case, case 1. Luckily for you, when Windows "permanently" deletes a file, all it does it remove the references to the file and frees up the hard drive space associated with that file. However, it does not actually clear the 0's and 1's on the hard drive (unless another program writes over it in its search for free space). If you've deleted the file recently, chances are the 0's and 1's in the hard drive can be read and the file can be recovered. I personally use Tuneup Utilities, but since that costs money, I would suggest looking at
http://www.recovering-deleted-files.net/,
Undelete Plus, or
PC Inspector File Recovery.
If you're in case 2, you have a really high chance of finding the file. For Windows 7 and Vista, open up c:\ and type the filename into the search bar in the top right. If you're on XP, open up windows explorer and run Search.
Hope this helps,
Eric Tao