yes... like pound said... if you aren't saving ENTIRE MEMORY into a new folder every time, and/or loading an entire folder... then that's the most likely problem...
and if you don't give your programs/sequences specific names... then you must press the CLEAR button every time you load a folder, so that it will replace the generically named blank "program01" [that it defaults to] with the "program01" that you're trying to load. if you load a folder without pressing the CLEAR option it will just load the samples to "program01" but not the actual program...