When troubleshooting always use the latest VU-AMS5fs software suite.
HowTo: repair 0KB files in Windows 7
The 0KB file explained
You can get a 0KB file when you take out the batteries without stopping the recording first. Therefore it's very important to make sure you stop a VU-AMS recording via the VU-DAMS configuration window. If, for any reason, this doesn't work try to stop the recording by firmly pressing the little black button for more than 3 seconds.
You can see a 0KB file as the index of a book. This means that copying a 0KB file to your hard disk is like copying the index of a book without the actual chapters (the data) your interested in.
When you did not do anything else with the CF card after you discovered the 0KB file there is a change you can repair the 0KB file using the Windows Error Checking function. See this as reconnecting all the chapters in a book to the book's index again. This will give the file a size (bigger than zero KiloByte) and will make the VU-AMS data usable and copyable to your hard disk.