First, there is no 'Windows 2007'. There is Windows 7 or MS Office 2007.
Second, have you looked at how files are displayed in your Documents Library? If this is Windows 7, right under the 'Documents library' heading in the viewing windows, you should see how many locations are aggregated in that window. While I understand why MS chose to make our viewing pleasure 'easier' with this, it can make finding actual files for people accustomed to navigating through previous exploration methods (like me) crazy with the duplication. If you are not familiar with this, you might want to read up on the 'folder view' and its settings in Vista and Windows 7.
If this is occuring in MS Office, that is a different question.
Everyone has an explanation, but no one has a solution.
The answer to this is:
Number 1. STOP USING THE COMPUTER
If the file is Just 'deleted', then it is still on the computer, it is just "floating in space" - you computer has cut it loose and is not keeping a track Of where it put it any more, but it may still be on the hard drive. There is software out there that can physically scan the HDD to look for these Kinds of files.