Do you mean deleted from your hard drive? What version of AE? What OS? When is this happening?
We need to know a lot more if we're going to help you. Please provide answers to the questions listed here: "FAQ: What information should I provide when asking a question on this forum?"
Please be explicit about what you see being deleted and where.
AE does no such thing. Whatever is deleting the files, is something external, assuming this is actually what is happening. If you mean that files randomly disappear from the timeline or the project, because AE no longer can open them or is unable to decode their contents, then that's a whole different matter, but as the otehrs already said, we will need a gigazillion more details to even begin to guess. System specs, project settings, CoDecs and so on are required.