Technically it doesn't 'go' anywhere, all 'deleting' a file does is set the computer to not see it anymore, and allow that data to be overwritten. If that data is not overwritten, it is still there, and can be recovered by 'undeleter' software.

I bought a 500 GB Seagate external hard drive, and I was going to FAT32 format it so It could be used with a PS3. Unfortunately, I deleted the entire partition off of it, and now it no longer is recognized as a mass storage device. It will come up as "Portable" under my devices and printers, but I don't know how it can be changed back to it's original state, so I could still use it. Any help?!