I have sequence that I have "saved" and "saved a copy". I am using 6.0 and find that Premier seems to lose track of where some of the graphics that I imported into the project are located. It will ask where these files are and I point to them and then the program loads the sequence and "Bob's your Uncle". However, if I call up the project and tell it to skip when asked to find specific graphic files (some of which are not in the sequence, but were imported into the project) the sequence still loads fine and all the necessary graphics are present and accounted for. Can Premiere get confused regarding what graphics are used and where they are located?
The first thing you might want to do is apply the bug fix updates
All Adobe updates start here and select product, read to see if you need to install updates in number order, or if the updates are cumulative for the individual product http://www.adobe.com/downloads/updates/
Assuming you're working off only one computer with fixed, internal drives - meaning nothing changes on the machine between edit sessions - then the only time I've seen PP get 'confused' about a graphic is when it was added to a title as a Logo. Images actually imported into the project and stored in a bin are always just there.
I just checked the update site and my version is 6.0.3. I installed the latest 6.0.3 patch. We shall see if that helps.