This is were the importance of backing up crap comes in.
NOt only do I have an External Harddrive but I have all important data backed up to DVD's and CD's. I have lots of stuff that cannot be replaced.
Anyways some motherboards have SATA and or EIDE Locks. Whichever Connection you have, enabling this option will prevent the OC from efecting your Harddrive. Its not failsafe, Windows can still be currupted even with it enabled but it does help.
Its in the CMOS setup, refer to your manual or play around in the CMOS to find it.
You should also post how far the OC was and everything else you can tell us.
Memory Timming, temparture readings (With everest, speedfan or probes), CPU OC, muliti Number. In fact if you could do This, that would be great.