That is the only way I know of that Safari will ask you. If you right click on one in the Bookmark Bar and select Delete, the user won't be prompted. Likewise, when viewing all of one's bookmarks, simply pressing the Delete key on the keyboard will remove the bookmark or folder without prompting.

Unfortunately, if you didn't have any backups, that data is probably gone for good. File recovery software probably won't help, though it can't hurt to try. It's possible that Safari created a new Bookmarks.plist file in a temporary folder, wrote the changes to it, then deleted the old one and replaced it with the new one. (I'm not sure whether it would use that technique internally, or would just open the file, write the changes to it and then close it again.) If it does work that way, the old one may still be present and not overwritten. I wouldn't say that's likely, though. Try it with Data Rescue and see what you get.

This should be your cue to start backing up ASAP, before you lose something more important!

Since the "oops" happened back in 2009 I think we can assume that uzapuca has either recovered his bookmarks or doesn't care anymore. He's also bought a new iMac in the past 4 years, upgraded from Tiger to Lion, and set up Time Machine (maybe as a result of this).

(edit: rinekathes has been rather busy raising the dead. )