System restore has limited use, it can sometimes get you out of trouble, but as often it doesn't help. Generally it doesn't delete user files, so something else may be going on.
The first thing is to do a thorough scan of your computer for viruses and spyware. Do you have programs on your computer? If not there are several free online programs that people can suggest.
After you are sure that your computer is clean, I would log on as administrator and search for the lost files.
It may be that they are still on your system somewhere. Particularly check the recycle bin.
Most recovery programs cost money, but here is one that has a free trial version. http://www.smartundelete.com/?id=sugg
Finally a good system backup is worth more than gold. For ways to insure a thorough, reliable backup of your system go to:http://www.langa.com/backups/backups.htm