You never said what program you had so I am going to assume you have Premeiere Pro 1.5.
Just goto directly too where ever you saved that file too on your computer and open that folder for that movie your working on. Then you should see another folder inside that says: "Adobe Premiere Pro Auto-Save" that is where the Auto Saves are saved. Just open one of them till you find where you last left at and your ready to go.
I have had this error happen to me before too and it is a good thing it saves it automatically for you every so often.

Dave