I have shot quite a few pano's and use CS2 to stitch them together. it isnt always successful so if you find it wont stitch the whole image do a couple of images at a time and when your satisfied with the stitch save the image under a new name - like pano 1 and then add the next bit and when satisfied save that as pano 2 and so on.I always save them as a psd file until all are stitched and then save the fished job as a jpeg.
Check each stitch thoroughly for any faults on joins befroe you save it and move on.