Start by making sure it didn't just go into the next pane. Swipe from the right side of the homescreen (not the bezel, just the homescreen) to the center. Are there any icons in the second pane?
If not, then the next step is to make sure you didn't just accidentally delete it. Go to App World and check to ensure that it's still listed in My World in your Installed list. If it is, then it's somewhere on your Homescreen or in a folder. If it's not there, then you can reinstall it by going to the Uninstalled list (should be listed there).
I hope this helps out and good luck finding it!
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