So you want to make a quick-and-dirty application to test something? And you start and hack away? And it starts looking fairly good? And suddenly it stops working? Here's a pro-tip: CTRL-Z.
For the more down-to-earth devs: use a source control system. I find myself using it more and more, even for mini-projects: from small proof-of-concepts to a static, HTML-only website for a friend.
I can strongly advise you to download TortoiseHg and get started. Then, next time you fire up Visual Studio (or anything else, like WebMatrix, GIMP,...) and have something to begin with, put it under source control. The effort amounts to a few clicks, but the advantages can be great.
Right-click the folder you want to put under version control and select 'Create repository here...'
Selecting the option to show the workbench after init is handy to do your initial commit. If you forget, just open your Hg Workbench and select File > Open Repository.
The TortoiseHg Workbench can list all your repositories in one easy place:
Voila, version control in under a minute (depending on your mouse-skills). Try that with TFS!
P.S.: I bet it's just as easy with GitHub for Windows, but I haven't tried that yet.