What type of drive is it, SATA or ATA (or something else )?

If it's a SATA drive, as long as it's not the drive you boot from and you didn't pull it out in the middle of an important write operation then you should probably be ok, since SATA drives are hot-swappable. If it is the drive you boot from then you still may be ok. I've seen this happen before and all that happened was that Windows slowed down and locked up after a while - the drive was fine on reboot.

If it's an ATA drive you're going to have a hard time recovering data from it (I'm assuming you pulled the plug while the drive had power supplied to it. ). When the power cable to my old ATA fell out, it busted up my filesystem (or at least the first few sectors of it), so the drive was no longer mountable. I had no luck with any free utilities in re-forging the FS, but I did have limited success with Encase (which is an expensive data forensics utility).

It could be difficult even just to format it - I recommend trying to check and then mount the drive by booting off of a Linux live CD, just to see where you're at.