I have lost few bids on ENS and so far the ethers that I have used for auction is not credited back. So I would like to know if there is any process to get back the ether or is this an automated process
When another bidder outbids you, and you have revealed your bid, you are automatically credited your deposit (less a 0.5% fee).
This credit does not show up as a transaction in blockchain explorers. Etherscan, for example, shows it as an "internal transaction" because the value is transferred as part of a transaction that your account didn't initiate. As long as you revealed your bid successfully, you received your refund.
If you would like to confirm, you can post the account address you bid from and the name you were bidding on, and we can direct you to the specific link with the refund.