Sorry it didn't work for you. The command layout doesn't seem particularly logical. On the off-chance you didn't follow through to the bitter end:
You did something along the lines of highlight the drive in the popup (logical or physical: the prog doesn't really make it clear that you can choose either), clicked the green tick, get to the main screen. The message you saw refers to the internal list of lost drives it builds: when you "rescan", which is what you must have clicked on, it throws the list away and starts over. Don't rescan
At this point, the software knows all the files the OS thinks exist. In the folders column, you have "root", "deleted", "lost" and "searched". The latter two will be empty.
Assuming all your lost files are still lost, at the main screen you click on the tab with the red cross (plus sign). This pops up a "select cluster range". Leave the defaults, click the green tick and let it work away. This will populate the "lost" folder.
After this, you go through the folder list looking for stuff you'd like to recover, typically, in the "lost" and "deleted" folders: click and ctrl-click to select items.
Finally, you save them (on another drive) using the second tab down with the floppy disk icon. This is the only time data is written anywhere, so make sure you're not writing it back to the original drive!
(Additionally, when you're looking for files to recover, you can also use the magnifying glass tab to search on something like "*.jpg" if you're just after images. These results are placed in the "searched" folder. Each search replaces the previous one, so if you're looking for jpegs, NEF and gif for example, that's 3 separate search and save cycles. Note that it searches through the files listed in "root", "deleted" and "lost", so make sure you do the full red cross scan cluster thing first)