Many people who are using the Guest account on their machine running Snow Leopard are having odd data deletion and/or corruption. It happens when someone upgrades their Mac to Snow Leopard from Leopard, and logs in to the new account. When they switch to their normal account, their data is gone.

My personal advise/tip: never upgrade an operating system, no matter what it is. Clean installs are always the way to go. Also, only use the Guest account if absolutely necessary.