After many months fiddling with this program you have to be careful where you save the menu. If you saved it to a xara project its in that folder on your computer if your savd as a default into another website it will be in its original saved loaction. When saving a element remember where you are saving it to. What your doing now wont work.
Try this - do a search for all your element files (eveyone) and copy them into the folder of your web. Most of them will be images but this should work.

Heres a little trick I learned. Say youve just craeted a new nav button and you save it to your project or default project. Once saved and I'm able to open it in front page and it works well I go into FP2003 split screen and click on teh nav bar and they copy the code. I then put the code into a word document to save it and everytime I make a change to that nav bar I do the same thing. The same would apply if you have more than one nav button or bar.
Remember that everythime you create someting with WS 4 it creates a code and its that code I copy. if it ever screws up I just delete the nav bar that s giving me the problem copy and paste the code from my word document search for the elements copy and paste into same folder.
One intersting note: I use FP2003 and used the WS4 templates & found they really sucked big time, so I stopped using the templates and create my sites from scratch in FP and jsut add the WS4 elements and they work great but like I said remember where you are saving the elements.

Good luck
email me at webmaster@meetinontario.com if you need further help.