Sounds like a basic Windows usage issue.
Can you be more specific about what folder you're saving it in, and where it's ultimately found? Ideally show some screen grabs of the key points along the way. I'm sure something can be done to keep you from losing files. Losing files is not typical.
The folder it was in was this one on the right, which is on the desktop. That's the full list of everything in it, and you can see on the left the search thing telling me it's in there when it isn't.
This is the message I get when I click on the file from search list. Browse takes me to the folder it used to be in, but it's still not there.
If I leave the above message for a few seconds it will be replaced with this one:
I definitely didn't do anything to the shortcut or the file though, so I'm at a loss as to where it could have gone.
The folder you're showing on the right appears to be under your Favorites folder. But that could be Explorer tricking the eye.
I recommend you avoid the use of the abstractions Microsoft provides and use real hard drive folders. You'll have a lot fewer problems if you use folders that are rooted on a hard drive. This isn't a Photoshop thing, it's a Windows thing - the various abstractions (including Desktop) are poorly implemented. Other problems people see are folders where the contents get out of sync with the files that are there.
I've actually had a lot of experience diagnosing this kind of problem. In every case using real hard drive folders has solved them.
For some reason on my laptop it lists the desktop as being in the favourites folder, I hadn't really noticed before you pointed it out. The folder I was using is in the desktop rather than being directly in the favourites folder. What do you mean by folders that are rooted on the hard drive?
Thanks for all the help.
The "abstractions" - folders that look like they're in one place but are really in another (or several, in the case of libraries, which are a conglomeration) - just don't work very well in Windows.
Under Computer you will find your hard drives listed. One of them will be drive C:, for example.
You can create a working folder on your C: drive. A typical place to work will be to navigate to \Users\YourUsername and create subfolders there. In my case I chose not to do that but created a root level folder called C:\MMEDIA under which I do my image work. One thing you have to keep in mind is that you have to make sure you set the permissions on a newly created folder so that your username has Full Control permissions.