Recorded video visibly disappears after recording stops

Hey folks,

I'm new to the world of video capture and after trying out a million other pieces of software which just don't work I found FRAPS and it works great for what I want to capture (fullscreen game footage with audio).

Now, I've been using it to record footage of my own game which I made in Game Maker and the first try went great and I got a great video, but after the second attempt I came out of the game and went to click on the video which is saved to my desktop, and it just disappeared right in front of my eyes. It WAS recording and the video WAS there because I saw it, but it seems some sort of auto delete function has happened and just automatically binned the video. No popup asking I wanted to save the video or anything came up. It just got rid of it.

Considering it takes me around half an hour to get through the current version of the game to capture the footage and to have it just lost like that has made me understandably angry as it took a lot of effort.

I have no clue what could cause this as it worked great the first time, so could anyone shed any light on the issue?