Where have my music files gone?

I download music from the internet and they are automatically saved into my "Downloads" file on my PC. I have just been going through them and changing the name of the artist and the song title as I like them all to be consistent. I finished going through the majority of my songs and it seems the ones I have edited have all disappeared! They've not moved elsewhere on my computer as far as I can see, I have searched for them and they have totally gone missing. Not in the recycle bin either... anyone have any idea where my music files might have gone? I can't remember what they were all called to download again :(