WD media player apparently has the capability and the desire to delete files.
I have been experiencing this since the upgrade to the new firmware. If I am watching something and stop it before it ends for any reason, the damn thing just deletes it. Next time I go back to watch whatever episode I had left unfinished, I just find an empty folder with the same name. Checking the HD on the computer gives the same result.
WD, I am disappoint!