Vector Mask Setting Question in CS4?

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I have a poster project that I am working on and have several photos that I have added to the poster using a graphic authority template.

I have gone in and edited the vector masks for the photo frames and added a feather edge to the photos. It looks great so I save the project. When I open the project back up later the feather is gone from all the vector masks and I have hard edges back on the photos.

I can go back and add the feather to the vector masks again and its fine, but why is photoshop not saving the changes to the vector masks when I made them the first time. Yes I did save the project after making all the vector mask changes the first time.

Is there some special check box or key stroke that I have missed to lock in the vector mask changes?