OS X is really bugging out after Boot Camp

Hey all, if you're willing to read this, then thanks a bunch.

Last night I tried to install boot camp to my Intel iMac, all was going well until I tried to load reboot using Windows, the Mac froze and said there was a failure and it was going to have to have a cold boot. I did this, and realized that it was STUCK in Windows, no matter what I did it was looking for the Windows CD, and it wouldn't work. Finally I posted a thread and someone said to hold down "C" with Tiger in the drive, I did and it completley re-installed OS X. I lost all my files.

Today as I'm gaining back my files all was going fine until just 10 minutes ago. I was using CandyBar and all of a sudden, honestly out of no where, my dock disappears and it returns back to normal as if everything was at a brand new boot. And once again ALL OF MY FILES JUST DISAPPEARED.

Is something seriously wrong with my Mac? I really have no idea what to do, it this happens again I'm going to Apple but have no clue how exactly to contact them.