Lost Camcorder Footage

[newbe tech]

While attempting to copy my video footage onto the PC, the monitor said USB Mass Storage and I could open the files and look at video, but when I tried to copy the SD_Video files to a folder, the blue access light was not flashing.
I thought I'd read correctly how to disconnect the USB, then turn the camera off, but I think I missed the step about how to safely remove hardware, and in proceeding, my video files were lost.
Is there any free software that might restore them from the camcorder's hard drive, or any reasonably priced software I could get?
I didn't lose a lot but would still like to retrieve it if possible. I have the JVC GZ_MG21U 4GB hard drive camcorder and it's been difficult with the OEM version JVC editing software.
I know it said to back up data, but I've had a hard time figuring what discs to use to burn the video to DVD, and thought if I did put it on a DVD, the software programs might refuse to open it when I wanted to try to edit it.
There have been so many glitches and being a novice, it's been trial and error.
I'd appreciate any help. Thank you.

[Soopafresh]

Don't count on getting any of the data back.

You can try

http://www.snapfiles.com/reviews/softperfect-file-recovery/spfilerecovery.html


There's an app called Photorec which is supposed to be good, although I've never tried it.

http://www.cgsecurity.org/wiki/PhotoRec_Step_By_Step