Do you have any quicksaves? The game keeps two by default, and in the disk version you can increase that up to 99.
Check if Windows made shadow copies of the saved games. You might be able to recover something with a program like
Recuva, but the more you use the drive the save is on the less likely that becomes.
Recover deleted files with Windows 7 shadow copiesRecover lost or deleted filesShadowExplorerEach save is a separate subfolder in the '..\Divine Divinity\Run\savegames' folder for the disk version, or '..\Divine Divinity\savegames' with the download version.
Under Vista/7, depending on how the user accounts are set up, if you install the game to the default Program Files path, Windows can create separate savegame folders for each user, and then map that folder to the game's savegame folder (so it will just see the saves for the relevant user).
C:\Users\ %account name% \AppData\Local\VirtualStore\Program Files\Divine Divinity\ [Run\] savegames
I used quicksaves when exploring, and made new named saves before entering new areas (buildings, stairs, etc), before getting or completing quests, after finding great loot or a tough fight, etc.