solved sonar x3 not keeping midi instruments setups - why?

I'm Still a relatively new user and loosing settings...
This has happened on my laptop and now my desktop.. and it's a pain in the tail.
I took my Edirol ( roland ) UM2 ex midi interface to use with laptop.  when I come back, cakewalk does not recognize it and when it does - all of my instrument set ups ( 2 midi ports with  16 channels defined on each one  ( meaning instrument sounds were assigned to channels when the track was defined for midi out playback ) - one a RD700GX ).  Now I have to define all of them over again.
 
This happened to me once before -  and it is a major headache.
 
What would cause this and how do I prevent it?..  I thought cakewalk saved all of these settings somewhere?
 
Thanks
Wayne

Bob,  yes, I probably did plug it into a different port.  Interesting information.
 
Does sonar remember my instrument configurations?..  for example if i had track one to be a piano on X brand of hardware set up in my midi instrument profile (correct term )? for outpot port and channel, etc.....  will that info transfer from my workstation to my laptop ( given that I take my hardware interface with me  - and using your suggestions,  plug it into the same port on each machine all the time. 
 
I've had trouble with the um2 being recognized before.  If no comment about this I  might make a new thread on that in hardware.
 
Thanks
Wayne

The UM 2 has done this in the past with other computers - esp laptops in XP.   has to reload the drivers constantly.
Things were going pretty good in Win 7.
 
I'm going to take all of this into account, especially getting out of the program ( i thought i did).. 
 
thanks for all of the input/
W.

To Follow up, I loaded a previous project which again came up with missing UM2 drivers.
 
I closed the project, opened a new project - "profile" - for example -
checked and all instruments were there from previous project.
 
So,  loaded previous project again and drivers not found, but gave me option to select UM-2 drivers
interesting - the ones missing were listed  3-UM2,and 4 Um2 ..  under drop down I could select  1-um2 and 2-um2 (example ) and these were the original numbers,  1, 2   not 3,4.
 
I selected them, and the ( previous saved ) project loaded and instruments were all there including the addition to midi ports I selected for the Audiophile  fire wire interface that was saved from the last configuration.
 
Conclusion:  Above procedure from "Mettelus" solved the issue :
 
as follows:
QUOTE:
If a capable device is not found, and the user opens the project, the internal routings of the project may be broken since they go "no where." If such happens, first thing to do is not save the project, but immediately close it... if saved, they will remain broken until redefined.
 
At that point, close the project without a save, and immediately go into preferences and verify that you have audio/MIDI input and output devices listed and enabled. I do believe that Windows will reassign a device if it "sees" it differently as Bob mentioned with plugging into another USB port (Windows is trying to maintain configurations in the background as well). Once audio/MIDI ins and outs exist, the user should get a popup when the project opens to seamlessly shift from one "missing" input/output to a new one and the project will function normally.
 
If you are swapping projects between machines, it is good practice to use the same USB ports each time, but also to open SONAR itself (no project) initially and check preferences prior to opening any project to make sure that audio/MIDI is enabled properly.
 
Thanks for all who offered the help.  I' m going to mix down to audio before I transfer to laptop!
 
Wayne