I have 3 partitions: one for win7 (ntfs), one for Ubuntu (ext4) and one just for data (ntfs so both operating systems can see them). My problem is that I had stored some files on the data partition using ubuntu and when i booted win7 all that data was gone! After that I couldn't find the files even when using Ubuntu. My files were simply GONE :( Is there something I can do in Ubuntu or is it just windows problem?
If you hibernate windows (or purpose or because of power-saving), then use ubuntu to store files on the NTFS partition, and then boot up windows, Windows thinks the disk was corrupted while it was in hibernate and "fixes" anything different. After that loging back into ubuntu just confirms that the files have in-fact been deleted.
Also I have seen that windows 7 may do a chkdsk after it installs updates on shudown when you bring it back up windows does extra tasks related to installing updates, so be careful not to boot into ubuntu after shutting down from updates. http://www.linuxquestions.org/questions/linux-newbie-8/windows-chkdsk-deletes-files-written-by-ubuntu-on-an-ntfs-partition-913606/
Yes even on a shared partition seprate from the windows partition and take care even with fat partitions (usb drives).
Sources, http://superuser.com/questions/211079/what-do-i-have-to-take-care-of-when-hibernating-both-ubuntu-and-windows-dual-bo/211175#211175 , http://superuser.com/questions/39532/hibernating-and-booting-into-another-os-will-my-filesystems-be-corrupted
Edit: I was looking through the widows site to try and find if they detailed the hibernate process, but this sounds interesting http://msdn.microsoft.com/en-us/library/dd143253(v=winembedded.5).aspx , It seems at best the write caching from the harddrive is being saved to memory, then being written after bringing the drive back up, this may mean that the files can't be recovered, because it's not "deleting" as in removing the first letter of the file so the system does not see it, but actually overwriting large areas of data that have been cached. Needs to be looked into more.
It happened to me as well. After reading a lot about this on internet I came to know that this happens when Windows is in Hibernate mode. There are already some related questions here on askubuntu and also on superuser.