It's usual to set up OE to empty deleted items when OE is closed, so if you had an "error" that forced the program to close everything in it probably was purged.
As long as there is a "Deleted Items" folder in OE (when you open OE and look) there will be a file named "Deleted Items.dbx" on the hard drive, but it's a database file and has a certain "overhead" that results in a minimum filesize even if the database contains no "records" (individual messages).
Individual messages don't normally get sent to the "Recycle" folder when they're deleted, but there's a remote chance that in the case of an error something might be there.
If the .dbx file you're seeing is in the "email" folder where it belongs, when you open IE it will show you what records (messages) are in the file. If it shows that the file is empty, then it probably is, and the message is gone.
You can make a backup:
In Windows Explorer copy the entire email folder to some other place on your machine.
NOTE: Normally before you make a backup, you should click File|Folders|Compact All, to clean up the database. In this case you SHOULD NOT COMPACT FOLDERS before you make your copy, since this may discard additional "unecessary records."
Restore from backup by opening OE, click File|Import. Choose "email messages," and "Outlook Express 6" for program type. Choose "from remote store" and browse to where you put your copy of the email folder. Once OE finds the email folder you copied, you can choose which folders to import. The "Deleted Items" folder should be there, and if you select it it will be imported back into OE, where you can look to see if there's anything there. My guess would be that the folder will be empty.
NOTE: If you choose to import all of what's in the email folder you copied, every message will be imported and each message will be given a new record number in the folder where OE puts it. You will then have two copies of every message that was in the folder when you go back to look in OE. It can be difficult to tell if two messages with the same subject are different or duplicates except by "hand sorting." This can get teedjus.