The files that I saved in My Documents folder are deleted.

If the files that are saved into the KeepZone are deleted upon reboot, that means something went wrong during the installation and the Keepzone was not created. During the installation Smart Shield Home is making a backup copy of the user profiles. Sometimes an error can occur during this process. For example having a locked file or a Temporary Internet file with a very long name can block Windows to complete the copy. Make sure you have a clean profile and delete Temporary Internet files before installing Smart Shield Home.</p>
<p>After installation, you can verify if the KeepZone is created by doing a quick test. Turn the Smart Shield Home protection on, create a folder on a desktop and restart the computer. If the folder is gone upon reboot, uninstall Smart Shield Home, clean your profile folders and try to install Smart Shield Home again.
Another way to verify if the KeepZone is created is to open command prompt window and change directory to "C:\Documents and Settings" (XP) or "C:\Users" (Vista). Type "dir" at the prompter and  check the output. If the KeepZone is created, the type of your profile folder should be "Junction", not "Directory". If the profile folder is a "Directory" and not "Junction", the
KeepZone is not created.
For example, for a Vista pc with a user owner, the "dir" command output will look similar with:

C:\Users>dir
 Volume in drive C has no label.
 Volume Serial Number is D893-EA22

 Directory of C:\Users

06/02/2009   08:35 AM     <DIR>                 .
06/02/2009   08:35 AM     <DIR>                 ..
06/02/2009   08:35 AM     <JUNCTION>    owner [\??\ctsrkeep\KZD\Users\owner]
06/02/2009   08:35 AM     <DIR>                 Public