Well...you can try free data-reccovery software, as a first step...assuming that you have a drive large enough to use as a destination for your recovery effort.
I've never seen a Windows popup re reformattting...but I have seen popups (as recently as two days ago) where Windows asserts that the partition cannot be read and said partition needs formatting. I interpret this as either a problem with the file system or the hard drive itself and removed the drive from the computer. I will try to recover the data before I do anything in terms of fiddling with the partition or the drive.
In any case, following are some programs that have worked for BC members:
Data Recovery , GParted, AA - http://www.bleepingcomputer.com/forums/topic474881.html
Partition Find and Mount — free partition recovery software - http://findandmount.com/
Recovery Software, Partition Table Doctor - http://www.ptdd.com/
Recovery Software, Recover My Files - http://www.recovermyfiles.com/
Recuva - Undelete, Unerase, File and Disk Recovery - Free Download - http://www.piriform.com/recuva
Of the above, I have used Recuva with success in a situation where I had inadvertently deleted directly (Recycle Bin bypassed) some files I valued.