Adobe Photoshop CS2 Problem

Hello,

I'm an artist and I use Adobe Photoshop CS2 to help me out with photo manipulations, editing photos and drawing them. I have a lot of experience with photoshop, and yet I can't seem to figure out how to get past this one problem.
When it comes to saving files, sometimes I don't pay enough attention to what I'm doing. I normally save a document I've been working on as the format: Photoshop (*.PSD;*.PDD), if any of you guys know what I'm talking about. Now, I've been working on a project that I really almost spent the whole day on. I think I remember saving these four important documents in the format Photoshop (*.PSD;*.PDD), but when I went back to open them back up again (love to stare back at all of that hard work, ay?) an error popped up saying "Could not complete your request because it is not the right kind of document".
Normally when I go to open up a document, I see a bunch of lovely papers in the folder it's in with a blue and green feather on it. That happens when I've saved it in the format Photoshop (*.PSD;*.PDD). But this time I noticed I just saw a blank piece of paper representing my documents.

I've had this happen on a picture I'd been working on for days and I sat down and cried and cried. It was truly by God's grace that somehow I managed to open the file back up again. I've never since been able to get documents back from the dead after this error. I have no idea how I recovered that one certain drawing however many years ago and these documents, like the ones before them really meant a lot to me.

Does anyone know how to help me? I'm actually really desperate.
Did I save the picture wrong? I really think I saved it in Photoshop (*.PSD;*.PDD) format.
Does anyone even understand me, or have you ever had these problems?