That sounds odd. Have you tried checking the View menu, under Guides, to verify that Show Guides has been selected? It shouldn't be necessary, because dragging out a new guide from the ruler will typically turn on this option anyway, but it's the most obvious suggestion.
The next time a guide disappears, you might try the Shift-Command-Z shortcut to trigger "Repeat Add Guide", and see if that brings it back. (This command is also available under the Edit menu.)
Do you have the Guides panel installed? It's not directly relevant, but it's a really neat tool for working with guides, and I'd be curious whether you experienced the same issues when using the panel to create guides.
http://www.adobe.com/devnet/fireworks/articles/guides_panel.html
The only way I can get a guide to spontaneously disappear is if I drop it outside the canvas area...
