If you didn't save it, there is nothing to retrieve.

If what you created was of extreme value, there are techniques to
potentially, at least partly recover it. However, it is usually
overwhemlmingly better to 'bgite the bullet' and re-create the document
from memory and the original resources.

If you want to try recovery:

Immediately shut down the computer to prevent the deleted temporary file
space from being over-written. Attach the drive to another computer as a
data drive. I.e., do not operate from the Windows copy, if any, located
on that drive. Run a file undelete utility to attempt to locate
temporary Word files. You have to know their characteristics to find
them. "Undelete" any you find and immediately copy them to a new
directory _not_ on the original HD. Next, run a hex editor to examine
the disk for fragments unrecoverable by the undelete utility. Create
files from them using the utility and place those files in the new
directory.

If you were not working on the file very long, there might not be much
in the way of deleted temporary and auto-save files to recover.

This can be difficult, labour-intensive work. The real people that do it
work at places like NASA, FBI, CSIS, MI5, Data Recovery Canada, and
Action Front Technology. The pretend people work at CSI, Los Vegas. ;-)

Good luck

Tom
MSMVP
Windows Shell/User