System restore doubts

[windchimes]

I did a system restore few minutes back, but unfortunately got a program removed thereby.

The sad part is that the setup ie .exe file of the program also got removed.(Does that happen?)
There are only some files for the program in the Windows/Prefetch directory and a few files in the installed folder. And a few other files which I downloaded for this application
at the same time is in tact

I have two questions

1) Anyway to get back the setup file?

2) While doing system restore which all files are removed to get back to the specific checkpoint and which all files are affected?

[ravi_9793]

Just undo the last restore...using same process.