disappearing export files

[Assorted Cheeses]

Using Windows 7 Home Premium 64

When I export a mix it disappears shortly after the process is finished.

- select the region to export
- choose export audio to wave
- new filename, sometimes in the current Audio Files directory, other times to a completely different directory
- start export, watch in Windows Explorer as the 2 temporary files get created, wait for export to finish
- voila, there is my new audio file, the temp files are gone
- close PT SE, do I want to save? sure
- oops where's my new file - it's gone, not in the trash either

My workaround is to copy the exported file to another directory immediately after the export is complete.

Any one else have this problem +/or solution?