How to recover all the files

Hi, somebody pls advise,I had borrow Mass hard drive Transcend (250GB) from my friend. I pluged in data wire to the laptop. everthing were normal, accidently I click on a programmed file and that was for format.
I realized I have clicked on danger format folder. sudden I take out the wire.
now whenever I plug the hard drive wire to Laptop. it ask to format. and hard drive doesn't show any file on there. please help me out that hard drive contains a lot of importants files and folder including some movie.
can be recover that all files back?
Thanks.