Is this a Custom ROM problem or something else?

[MongarEric]

I flashed my first custom ROM on my Touch Pro around 2 months ago. A total of 3 times, I have either soft reset my phone or the phone soft reset itself and when it turned back on it started the initial setup, and deleted a bunch of settings and programs, but not all the programs. It was as if I performed a hard reset, but I never did.

Is this something that comes with the territory of flashing custom ROMS, or is it something else (like me not flashing correctly).

I've tried searching and can't find any posts of problems similar to mine, so it makes me think I am doing something wrong.