|Are you plugging it into a computer, and if yes, does that computer have a media "syncing" application installed on it (similar to Apple iTunes for the iPod and iPhone)?|
The media syncing app on the computer may be deleting music tracks because those tracks are not present on the computer.
The app may currently be set up to "sync device with computer", instead of "sync computer with device".
You need to open the application and change the direction of syncing or disable syncing altogether if possible, in the options and settings.
I can't think of any other reason why tracks would be automatically deleted on the player.