Try this and let me know if it works:
Plug the player into the computer (by the USB cable obviously), open your Rio Music Manager, go to "Tools", "Synchronization options". Then create a "synchronization profile" as instructed. As you progress through the instructions, your second preferrence to edit is called "content deletion". This is where you can tell your player to NEVER delete your music. (Choose "never" from the dropdown menu). Then follow the rest of the steps, answering the other questions as you prefer. Hopefully this will prevent your player from losing songs you've already downloaded.