When I try to restore to an earlier restore point, I get an error
message that System Restore was unable to restore. I can create system
restore points, and get an message that state that the restore point
was created, but a few days later when I try to restore back to that

I ran system restore for checking something.
I had copied some files to E: prior to the restore and they disappeared. OK.
I ran undo last restore and they did not come back.
What might the problem be?