Check the filesize. If it's a full-sized file, it should be easy to recover it. Go to the computer-related help board, and check out the Homegrown wave repair utility thread. As long as you're using windows, check out that utility first, and if that doesn't work, then you'll have to try out some of the other methods posted. Just make sure to make multiple copies of your full-size file first, copy it to 3-4 different folders if necessary, but the first rule is to never work from your only copy of the file, ever. Always keep multiple copies until you're able to recover it, in case something goes wrong in the process, which is very possible.
On the other hand, if it's a 0kb file, I believe it can still be possible to recover in some cases, but much more difficult. The first rule in that case would be to not use the memory card again and not to write anything else to the card at all, or else you'll basically overwrite any data that's on there.