First: your files haven't gone anywhere, they are still there. All that you deleted were the links to those files held in Circle Dock's dock items.
To turn-off Kiosk Mode you need to select Dock Settings from Circle Dock's System Tray Icon (near the system clock). You will be asked to re-enter the password you used to enter Kiosk Mode and, if entered correctly, Kiosk Mode will be turned-off and the main Settings dialog will be visible.
Mark