KBArticle

In Microsoft System Center Virtual Machine Manager 2008 R2, you remove a virtual hard disk (VHD) from a virtual machine. You expect that the .vhd file is detached from the virtual machine. However, the .vhd file is actually deleted on the Hyper-V server.

Fortunately there's a hotfix available that addresses this issue.  You can read all the details and download the hotfix here:

KB976246 - When you remove a virtual hard disk from a virtual machine in System Center Virtual Machine Manager 2008 R2, the .vhd file on the Hyper-V server is deleted without warning

J.C. Hornbeck | Manageability Knowledge Engineer