Unlucky there mate. I pressed reset while saving once, cacked myself (not literally) and restarted the PS2 and checked my memory card on the brwoser. Thankfully nothing was deleted, but I've learnt to be patient now.
Although my brother accidently deleted my Final Fantasy 8 save file - I asked him to press reset when it finished saving but he accidently pressed it too early. I was on disc 4. Luckily I found the same save game on a different memory card, only the last save was on disc 3.