For general use, you need to set iTunes to copy the music; How to transfer music to my iPod (& iTunes) {click on link}.

As for file recovery, there's a lot of programs out there. Some free, some not. Worth trying more than one sometimes. One I have installed is called Recuva - Recuva - Undelete, Unerase, File and Disk Recovery - Free Download and it's free dammit. lol Whilst you're at that site, get CCleaner, it's a fantastic program. Cleans the system nicely. Best registry cleaner I've met also.