Sometimes I end up with a bunch of windows open at once, including a couple of Trillian chat windows... toggling back and forth in a hurry, I'll get careless and message the wrong person.
That's embarrassing, but other than that, I don't have too many problems. I've learned my lessons to many times.
Now I'm in the habit of always backing up files before I upload, and I save any file I'm working on at least twice a minute (getting in the habit of hitting CTRL+S regularly is a very good habit!)
Come to think of it, that in itself has presented a problem a couple of times. If I'm making several versions of a page, sometimes I'll open one, save it as a new filename, and then edit it. Every now and then I get carried away, open one, forget to save as a new filename, work on it, and then do my habitual CTRL+S... and there goes the last version of the file...