How To Get My Files Back

So I was playing with my PSP and in the middle of the game it just hangs, after which I turned off my psp and open it to start the game. When I looked it said all my files were gone, I check it on the pc and it's empty but it my files are still there because its full. How do i get my files back?

Okay so I used a recovery program and I don't know what to do next. I have a bunch of CHK files and some help would be nice. How do I convert them back?

you can't because chkdisk renames every file it finds with a random string and .chk so there's absolutely no indication of what the filetype was originally.