All image recovery programs work basically the same. This tutorial is illustrated using PhotoRescue.
PhotoRescue to the rescue
1. Insert the card into memory card reader.
2. Create a folder on your desktop (or wherever) and give it a name. I named mine "Recovered Images.
3. Open PhotoRescue. It automatically finds the card.
4. Click "OK." PhotoRescue reads and recovers files. You're given an "expert" mode if you're not satisfied with the results.
5. When the process is complete, click "Continue." A window opens, which contains a folder called "FOUND." Double-click on the folder to view it's contents.
6. Content in the Found folder needs to be copied to the folder you created. Select "File" from the menu > "Save all" > Browse to your folder then click "OK."
Results of the process used to illustrate this tutorial: 143 photos were recovered from a 256 MB CompactFlash card. There was no loss of EXIF data.