It was saved as a temporary internet file. In that case, the temporary file name would have been just random characters. The file name would be jibberish, it won't make sense. So you are going to have to search by document type, and search by the modified date. If the document has not been deleted from the temporary internet files folder automatically, then you have a really great chance of getting it back. Just follow these instructions carefully.
In your browser, IE, there is a setting to empty the temporary file upon close of IE. If that is on, then it is gone for sure.
Otherwise, what you would want to do is, supposing you have Windows XP:
Click START > SEARCH > ALL FILES AND FOLDERS > WHEN WAS IT MODIFIED > WITHIN THE LAST WEEK > SEARCH.
You could also type in:
*.doc
in the 'name' text box to only show the type of 'doc' in the results as well.
Wait for the search to complete. Then, in the results window, click on the words "Date Modified". Click it again. This should now have sorted the list with the most recent document at the top. Looking at the "Type" column, go down the list and check all the documents of the same type that you were working on.
This is your best bet for finding your file.
Good luck.
Sorry, you're right. Sounds like it is gone. I know the feeling. Happens often enough to us all. At least all the good people ;-)
Hope this helps.