Some users reported that AndExplorer deleted all their images and videos.
You can delete all images and videos by selecting (long press) /sdcard/DCIM/ folder + pressing delete from menu + confirm delete. However, there is no other way except if there is a bug in AndExplorer. We've tried to reproduce the problem without any success. If you've noticed such issue then please report it here.
Anyway, to recover files from a SDCARD you can try DiskDigger on a PC.
http://dmitrybrant.com/diskdigger (it's free)
You extract your SDCARD from the phone, run DiskDigger, restore files from SDCARD to c:/ then copy back the files into your SDCARD. I've just made a test and it worked on HTC Magic.