Already looked into the harddrive and System and all checked out well. I called Adobe tech support and they said they've seen the same thing happen to others as well, but wouldn't comment on how common it is.
My other Mac has the same problem with Lightroom, but it never gets anything that isn't backed up from the laptop so there isn't a real issue there. Lightroom is on that one just so I can play around with it when I feel like.
Also, I've never had any other problems with any other application like the Lightroom one. iPhoto is rock solid, Aperture was, CS3 is, and iTunes, and the others are as well. My random file deletion is restricted to Lightroom, which to me strongly suggests it's a problem with that application.
What will happen is the thumbnails are still there, I can see the image in the Lightroom interface, but when I go to edit it, it tells me it can't be opened because the file is missing. Then it tries to tell me where the file was and when I go looking for it, there is no trace. It's really frustrating.
Anyway, I'm not saying to back up just because it's common sense, every one knows that. But I'm saying to back up preferably before import into Lightroom, I've learned this the hard way twice so far.
Now I copy all images straight from the memory card to a file on the desktop, then back that file up to the External hard drive, and then to DVD. Then I import to Lightroom for sorting through the keepers and culls. When I've got my keepers together I back those up to DVD and start my edits. Edits are double backed up as well.
SLC