How to recover files and programs

Hello, I am using Windows XP sp2,, I did a recovery, but lost MY Documents and My pictures and some others,,,I want to get them back, I have tried several sites,,,and can get to them, but it asks me to send them to default user,,,Duh!!!,,,,,do not know how to do that.,,,need help,,,,,one other thing,,,I cannot download Java the site will download to a point and then give a popup, saying an error 25099 has happened,,even Java is asea....have tried all way to download it.. nothing works.....