Some sort of window came up that said "Try Again?" (I think?) so kept clicking yes, and then poof, they were gone.
I'm worried about this. You shouldn't have to "Try Again" unless there was some kind of problem. Here's what I would do...
1. Search the computer for ALL jpg
Windows 7,
click on the windows logo on the very bottom left of your screen
in the box that says something like "enter file to search for", put "*.jpg" (no quotes) and hit enter
Look through the results to see if you can find the pictures you're missing.
Windows XP
Right Click on "start" and select "search"
Under "All or part of file name" type (no quotes) "*.jpg"
Under "Look In" select 'My Computer
Look through the results
2. While the computer is searching, put the card in the camera and use the camera's viewer to see what's on the card. If you can see the missing pictures using the camera, relax, you haven't lost anything.
3. Assuming #1 is unsuccessful and #2 is successful, just put the card in the computer and copy them again
4. Assuming #1 and #2 are BOTH unsuccessful, I'm afraid you might be out of luck.
The following won't help your current problem, but might help you down the road...
Go buy an external hard drive. I'd get at least a 500Gb or a 1TB. USB or Ethernet hookup.
Use the disk that came with the hard drive and set up a backup plan that includes your pictures.
If the hard drive on your computer goes bad, you'll still have the pictures on the external drive.
Good luck
Oh, the "lock" on the SD card shouldn't prevent READING anything off the card, but will prevent WRITING anything new to the card.