Open the .c file with notepad... Was the file filled with spaces or was it empty?
(Try selecting all the text... spaces will select empty files will not)
First, you should be on version 6.0 or later... 7.0 RC3 is the most current version.
Second, look in the help file for the correct way to create projects and add files. I find it a bit counter-intuitive so the help file is your friend until you get the hang of it.
(Help -> Contents -> Integrated Environment -> POIDE Integrated Envionment -> First Project).
Third, in the IDE's Tools -> Options -> General tab make shure the text encodings are compatible with the language settings of your computer (i.e. OEM isn't always a good choice for China).
While you're in the Options dialog scan through all the tabs and make sure your settings are as you need them.
Lastly... After creating source, resources, etc. make sure you manually save your work at least once before closing the IDE. (Click "Save All" on the toolbar.)
I've had this happen to me a few times over the years and while I don't know the exact cause, taking a little extra precaution with settings and project creation seems to avoid it nicely; it hasn't happened to me in a couple of years.
If you can track it down to a repeatable sequence of events, post it here and I'm sure Pelle will be happy to look into it...