upload file did not appear in web hosting folder

Hi, I had this strange problem, when i use media uploader to upload my file i.e .jpg or pdf it appears to be uploaded successfully but when i link to it I got 404 error – file not exist. I open my webhosting folder and did not find the uploaded file. I’ve tried to change permission on upload folder to 777 still the same problem. Any help on this? Sorry if this had been address. Maybe can point me to some links? Thanks and really appreciate any help.