Editing Midi and saving changes in GT 4

Hi
 
I am starting to use Guitar Tracks to create backing tracks.  I have started to download midi files of songs but want to edit them to make changes to drum track, bass etc.
 
I am following the GT Manual, opening the Part Edit Window and selecting midi sounds from the menus and saving them in the User Normal 1 menu.  The Part Edit Window recognises the change but when I save the project and then playback it reverts to the previous selection.  The same happens when I try and select and make changes to the Rythmn menu.
 
I am using Win XP SP 3
 
What, if anything, am I doing wrong please?
 
Andy