Every time you sync your phone with your PC through iTunes, a backup is created automatically. The backups are located on the following paths:
Windows XP Directory: C:\Documents and Settings\[username]\Application Data\Apple Computer\MobileSync\Backup\
Windows Vista/7 Directory: C:\Users\Username\AppData\Roaming\Apple Computer\MobileSync\Backup
If you've never connected the phone to PC, then recovery is impossible even if you use applications created for recovery.