Some Windows applications/files mysteriously delete themselves!

I had some files on my Windows XP Guest Operating System yesterday which were gone today. They were only there for a week and a half. But now, they seem to have mysteriously deleted themselves without a trace and without my permission. Has anyone else encountered this bizarre behavior?

 

Most likely you are using snapshots or undo disks options, unknowingly.

 

I went into the configuration settings of the guest OS in Parallels Desktop and snapshots and undo disks are not enabled so this couldn't be the problem. Having said that, an update wizard for iTunes and two other programs ran last night before my Mac shut down. Could this interfere with a guest OS?

 

No, it doesn't interfere.