Recover Wierd swap file?

I am running gvim 7.3 on windows XP professional. I had worked on a file
called lastday.txt, and the directory it was in may have been overwritten.
Anyway, the file system reports a file called,

LASTDAY_SWP

When I execute the :sw <ENTER> command in gvim the file is listed as

c:\dos\.LASTDAY_

When I try the recover command, :recover LASTDAY_ or :recover .LASTDAY_
gvim reports it can not find a swap file for these filenames. When I try the
same thing in a dos box with vim, vim reports the swap file was created on a
PC or 16 bit system, so this version of vim can not recover the file.

How do I recover this file? I am also mystified about the filename used for
the swapfile: why the capitol letters for a filename originally written with
small letters, and why the dot at the start of the name listed with the sw
command, and the underscore?

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