lost audio and video files! --download to temp folder?

Hello! I just got my new laptop a few weeks ago, and i already have a problem

yesterday I bought and downloaded a CD online that also came with a short movie. I accidentally clicked "open" instead of "save" when I downloaded the files! When it finished downloading it did give a list of all the files, so i know they are on the computer somewhere. I even listened to one of the songs on windows media player. The problem is I closed this list before i could save all of the songs. The download box said they were downloaded to the "temp" folder, so I looked for them there but they are not to be found! There is a folder with the name of the CD in the "temp" folder though, but it is empty. I tried searching the computer and it didn't come up with anything. Is there any way i can find and open the files so i can save them in my documents? and actually listen to them??

I have internet explorer and I tried the cache thing but I couldn't find the music or video files. Then I tried the undelete thing but that didn't come up with anything either, probably because I didn't actually delete them, I just didn't save them. I had already looked in the temp folder and they weren't there. The closest thing I could find was an empty folder with the name of the CD on it. So is there anything else I could try? If not, I can just buy and download the whole thing again.(it was only 4.50). Thanks for the help so far though!

I dowloaded and tried the Unhide.exe program and no luck but thanks anyways!

when you make an online purchase, you usually receive an email receipt (proof of purchase) did you get one?

TRY returning to download site and downloading again (this time hit 'save' instead of 'open') if the site wants you to pay again--contact them to explain that the download failed

yep I tried that already and it said "download exceeded". So I did send the website a message but they haven't replied yet.