msgirl - you need to do 3 things:

1} SweepsCheck ONLY date stamps the listing.

2} MySweeps creates a list of sweeps for you.  You have to use it to add sweeps.

3} Popup blocker - remember, if you update your browser, you need to check the default setting.

If you have all 3 covered? I don't know what it could be?  

If you have SA/SP allowed or no popup blocker, then no, if you don't, then yes, you need to.

I hear ya - me too 

msgirl,
 You're not confusing SweepsCheck with the saving your sweeps feature are you? When you put a check in the SweepsCheck box you are only recording the date/time you entered and not actually saving the sweep.
When you see a sweep that you want to save to your personal My Sweepstakes page remember you must click "Add to My Sweepstakes" that's right under the listing.  Go to any sweep listing you want to save, click the "Add to My Sweepstakes" link directly under the listing, now refresh your browser. If you do not see a little box pop up in the right hand corner of the page then you indeed have pop-ups blocked for SA.