On running the data recovery program you will usually choose a drive that is not in use--you don't want to try to run and recover data on the disk that the operating system is running on--this can cause big problems. You will want to attach the drive to a different computer or boot from a different disk. Then run the recovery program, pick a drive, a volume, and then preview the files that you find that can be recovered. You need a destination drive separate from the one you are recovering data from to save recovered files to. Writing recovered data to the same drive can overwrite blocks you need to recover, and then data is lost permanently.
Programs like Mac Data Recovery from Disk Doctors are excellent tools to recover data. As they read directly from the data on the drive, they can recover data (if it is possible) regardless of the high-level problem that is present.