[Ted]

If the client thinks there is a torrent already open, then maybe you still have all/part of the download intact. Check the temporary and downloaded files folders that your client uses. Maybe you'll see your CD set there. If not, make sure you delete any reference to them from those folders. Also, in the client, clear the torrent from the queue and load it again.

Depending on your set-up and how much you've used your computer since the files got deleted, you may be able to recover the files with a file recovery utility, if you want to pay for one (the trials/demos usually don't allow recovery - they only find what's recoverable). If you happen to be using Norton's Recycle Bin, try recovering your files from there. That's where they go after you've deleted them from the Recycle Bin (I assume you checked the Recycle Bin?). I also assume you're using a PC.