I downloaded the MultiBit program and requested the transfer of 1 Bitcoin I had just purchased. I saw it was showing in the wallet and so I password protected the wallet and went to close the MultiBit program but the program froze. I had to click the x to close it in the end. Re-opened MultiBit and no wallet. Nothing in appdata\roaming\multibit either. No wallet, no Bitcoin. Brilliant.
Multibit sucks.
By the way, I will try some recovery soft (even better booting from some linux liveCD).