If you do like fitbrit advised, it will fix the paths easily, however:
Finally I checked the library as shown in MC and found that all my music was named: E:\...
I don't think the filenames inside the library (aka database) can change from D:\... to E:\... without a reason. Some odd error situation, for example, database corruption caused by a crash at a very unfortunate moment or caused by disk errors, would not systematically change the filename field values.
Is the "D:" drive external? Could it be possible that you have used the computer with some device that would have temporarily reserved the "D:" letter and the external drive would then have got the "E:" letter? The auto-importer could then have removed the files that point to "D:" and imported new library entries from "E:". You may want to check the "Date Imported" field values to see if they all have a recent date value. Also the "Number Plays" and "Last Played" field values would be reset in this case. The standard "static" playlists (i.e. not smartlists) would also be empty if they previously contained files from the "D:" drive.
If the "Date Imported" values indeed show a recent date, one possible cure would be to restore a library backup file that precedes this date. MC creates automatic library backup files periodically. By default they are stored in C:\Users\[username]\AppData\Roaming\J River\Media Center 16\Library Backups\ (Vista and Windows 7) or C:\Documents and Settings\[username]\Application Data\J River\Media Center 16\Library Backups\ (XP).