File > Preferences > Portable Devices. Then turn off the "Delete the original transferred file after conversion" checkbox. That will leave the downloaded .TiVo file in your My TiVo Recordings folder after the conversion is complete.
If you're trying to get back old .TiVo files that were already deleted, you're out of luck unless they happen to be in your Windows recycle bin still.
If you're trying to get back old .TiVo files that were already deleted, you're out of luck unless they happen to be in your Windows recycle bin still.