You can search for the file in Windows, just in case you saved to a different location than you think.
Note that AutoRecover files (*.asd) are only retained after a crash; if Word terminates normally, it discards any AutoRecover files it finds. The exception is for documents that have never been saved to disk. Of course, it is possible to search for files with the
asd extension and see what, if anything, turns up.
For a more reliable backup utility, take a look at
http://www.gmayor.com/automatically_backup.htm.