Could you have possibly previous closed Band-in-a-Box without saving the song first? Before closing your project, always go to either File | Save, or File | Save Song As.
If you remember the name of the file you could search for it in the top right search function of your Finder window and use that to locate what folder it is saved in.
The first time I saved it using the
Save As where I then named it, and the second time I saved it I just hit
Save.
I just thought there would be an
Open Recent Project or something rather than having to search through folders for my song. Or if there isn't, that is one suggestion I would like to make.