Windows 7 System Restore problem

[Landers]

In the System Restore window, it says:

"System Restore does not affect any of your documents, pictures, or
other personal data. Recently installed programs and drivers might be
uninstalled. Is this process reversible?"

I have had a problem since Vista of System Restore deleting some personal files from personal folders. It says above that it will not affect your "personal data" but it does. I had to do a System Restore yesterday (used the restore file before the most current) and when I tried to compile a program this morning, several files were missing. The folder/files were as follows:

C:\CodeTyphon\Lazarus\ALazarusProjects\MyProjectTest\GnuPG
empty keys
fingerprint.txt
gpg.conf
gpg.exe - missing after doing a System Restore
iconv.dll - missing after doing a System Restore
pubkey.asc
pubring.bak
pubring.gpg
random_seed
secring.gpg
trustdb.gpg

C:\CodeTyphon\Lazarus\ALazarusProjects\MyProjectTest\Stunnel\
stunnel.exe - missing after doing a System Restore
- others also missing after doing a System Restore (can't remember)

C:\CodeTyphon\Lazarus\ALazarusProjects\MyProjectTest\Mixmaster\
mix.cfg - missing after doing a System Restore

Wonder if this is a system bug? None of these files are pointed to in the registry.

Thanks.