Wow! I had one of the moments when your heart stops. I was putting some mouse over effects on some buttons, I went to save my work in case the "improper argument" reared it's ugly head, VSD popped up and said an object with a mouse over effect over laps another object and to move it.
mouseover.jpg
I closed this popup and got a box saying Couldn't finish the save process'
couldnotfinishsave.jpg
I kept the page open and clicked file then the short cut for the same website I was working on and VSD says only one site open at a time would you like to close this one I selected yes.

This is where it got interesting. After I clicked on the shortcut for the website I was working on in the file menu my heart flat lines.
filenotfound.jpg
When I clicked on file again the shortcut was gone
A quick look in the directories and I discovered my VNU for the site was gone.
I had a backup but coffeecup you guys rock. You have all the backups by date.
I can replicate this problem every time.
I can close the page manually after the couldn't finish save process and get the same result.
Hope I was clear enough.