Ahhhhh... now I understand. BTBR, Sit back and relax, you have done nothing wrong.
What you are seeing is a question that the computer operating system (Windows) is asking you, it really has nothing to do with the work you did with your data chip.
When you started up the MapSource program, and selected the 36 maps, you created a "document". In this case, the document was the blank map screen that you see on the computer, modified by you when you selected the 36 maps.
Once you created this unique and one of a kind cartographic selection ("BTBR's private map stash for sunny June weekends"), you then told MapSource to send the segments down the wire to the data chip - which you did correctly, as you have discovered when you checked your GPSR.
Now, you want to turn the friggin' computer off and go ride your bike, but the computer has one last question to ask you: "BTBR, do you want to save this unique document containing a collection of 36 map segments so you can call it up from the computer with a single double click in the future?"
If your decision is "hell, why bother, I can remember the 36 segments that I use, just in case I ever have to re-load that damn data chip again", then answer NO, and the program will exit without saving the document containing your map segment names.
But, let's say in addition to selecting 36 map segments, you also created a whole bunch of waypoints - each waypoint being the result of a lot of work - and you want to be able to share that file with a friend, or call it back up from your computer's memory in the future, in case some tosser steals your GPSR and you have to load a new one - then answer YES, and give the file a name - BTBR's favourite maps and waypoints, for example. The computer will then save the file for you.
What is happening when you say NO and exit MapSource is that the computer tosses out the information you entered (which has nothing to do with the fact that you successfully sent the information to the data chip), and the next time you start MapSource, you get a blank map - so you can choose a different set of maps, perhaps for that trip to the continent that you have been thinking of.
In short - it's a Windows related issue, same as your word processor asking you if you want to save (to your hard drive) the letter that you wrote. All previous versions of MapSource have also asked this same question - you just might not have taken note of it before. My guess is that previously, you were double-clicking on a document icon that represented a MapSource document (file) that you had previously saved when you wanted to start MapSource - this is why you were seeing your previous work appear - and now you are clicking on an application icon, which just launches the MapSource program, bringing up a blank map document, rather than the document you used the last time.
Hope this helps, but feel free to post again if you have any more grief or if you have any additional questions.
PanEuropean