Did you ever tried to locate the place where the temporary files of the Internet Explorer is stored?
Knowing the location is really worth if you edited a file while keeping it in the temporary folder and accidentally close the file without saving it into a proper place.
Exact same thing happen to me, even though I knew the place where it would go in a Windows version prior to Windows Vista, but surprisingly it was different in Windows Vista.
So had to struggle a bit to find it, and I was too late to recover the changes that I did to the document. But since it is here, you are not too late.
C:\Users\ArjunaC \AppData\Local\Microsoft\Windows\Temporary Internet Files\Low\Content.IE5
The trick here is the folder named 'Low' is completely hidden by Vista, even you enable, show hidden and system files and folders the folder 'Low' will not appear. But you will be able to type it and browse the contents of the folder.