That's the correct way of doing it. Maybe you pressed some wrong key to delete it, maybe it's something else. But I'm afraid you lost it, until you happen to have made a backup of your draft folder just before this happened. But that's unlikely.
In that case it's gone, although (if there is a draft-file, like the .dbx file in Outlook Express) you might be able to get an understandable copy opening that file in Notepad.