No, you aren't necessarilly doing anything wrong.  Poser sometimes does things like lock up Windows, reboot my machine or does something a bit odd with a pose.
Not sure why it isn't working for you.  I always save exactly as you did, often reopen files to continue work and never have a problem and I'm running, gulp, Vista, with an odd Poser setup.  It's installed on my D: drive instead of c:program files.  don't think this is much help but if either of us should be having problems it's me and I have no problems at all.  (Except for the odd glitch that is)
I have had some posing problems that were resolved when I saved off the pz3, exited and restarted and reloaded.  My best guess is something went seriously wrong with some portion of that work.
I used to do computer troubleshooting and repairs and it sounds very like you hit some glitch that not only affected your work in progress but the save file when you saved it.
How big and complex is the scene?  Did you have "Limits" set to on?  Is the Pose extreme?
Do you have a lot going on in background while you're working in Poser?

Those are all questions about things that might cause an odd glitch now and then.  If a scene is extemely complex Poser could be running out of memory.  If you don't have limits set to on you could be putting the figure into an anatomically impossible pose.  If the pose is extreme for some odd reason Poser sometimes modifys it slightly seamingly without reason.  If you have E-mail going, are serfing the web and trying to play an online game or such at the same time you may once again be running out of memory.
In your caseit sounds very like one of those nonrepeatable bugs that do crop up from time to time.  If the scene isn't too complex it may be easiest just to recreate it.