Can I recover files when I have lost the flash drive?

I downloaded some music and other files direct to my flash drive. Didnt save them on the PC hard drive at that time. I have now lost the flash drive and want to know if it's possible to recover them from the PC, or are they lost for good?
I am pretty new to PC use, as you can probably guess. Am using a Compaq laptop, running Windows 7.
Any advice much appreciated, as would hate to have to dowenload all those files again............
Thanks people

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Clarification Request
Not likely

If i take your statement as true, "direct to flash drive" as the storage media, then you have no other copied or other stored directory of these same files. It basically, did what you wanted to do and unless you left something out, you need to re-download those again.

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Just a true statement . . .

Never have only one copy of any data. Period.

To answer your question, if you downloaded them directly to the flash drive, there is no copy on the PC.

Willy - lost as in it is physically not in his possession. Gone. Disappeared.

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