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.
I called up my draft message from the drafts folder and started to revise a word.
The draft message immediately disappeared, and I can't find it anywhere?
How do I get it back?
I assume that I should have retrieved it by clicking Forward before starting to edit it?
Thanks for any help.