A malicious program infects your PC and makes your documents and other important files inaccessible, then it pops up a message demanding money to get the files back. You've got a ransomware infection, and that isn't good.
How do you get the files back without paying for them? That's simple: Restore them from a backup. That is, of course, if you've been backing up daily.
The state of your files depends on the nature of the malware. Often, ransomware merely hides your files and claims to have done much worse. All you need to do is unhide the files and you've got them back.
But some are truly vicious. CryptoLocker, which appeared last September, actually encrypts your files. Without backups, they cannot be restored without the criminals' cooperation. By the time you read this, CryptoLocker may not be the only encrypting malware.
So, start by researching the particular malicious program you've got. Do a web search on the program's name, or on a key phrase in the ransom message. See what's suggested.
If that doesn't provide useful advice, see if the "missing" files are merely hidden. Start by booting into Safe Mode:
In Windows 7, as soon as you boot--before Windows starts to load--press F8 repeatedly. You'll get a boot menu. Select Safe Mode.
In Windows 8, booting into Safe Mode requires a real keyboard and mouse (or touchpad). With Windows running, go to the power options, as if you're shutting down your PC. Then, while holding down the Shift key, click Restart. The PC will boot to a menu you've probably never seen before. Click Troubleshoot>Advanced options>Startup Settings. On the Startup Settings page, select Restart. At the following menu, type the number 4.
Once you're in Safe Mode, tell Windows to display hidden files. In Windows 7's Windows Explorer, select Organize>Folder and search options. Click the View tab and select Show hidden files, folders, and drives. In Windows 8's File Explorer, check the View tab's Hidden items options.
Look for your missing files. If you find them, open some to make sure they're still working. To unhide a file, a group of files, or all the files in a folder, right-click what you want to change, select Properties, and unselect the Hidden option.
If the files aren't there, or if you know that you've got CryptoLocker, you really have no choice but to pay the creeps their blood money. To be safe, don't give the criminals your regular credit card number.
Then clean out your PC. And from now on, back up regularly.