It seems like this bug is occuring too widely for Bookeen to ignore.
I hope that everyone who is having this problem is emailing them, even though they don't appear to answer many emails I suspect that they are reading them, and if enough people say the same thing then they are more likely to act.
To be honest, I must be one of the lucky ones, after a bit of trouble with this when I first received my Cybook, I changed a few things and I can honestly say that it hasn't happened a single time since. My bookmarks are always saved, and it always remembers my last page.
I have noticed a inconsistant delay when creating a bookmark, sometimes this is very quick and sometimes it takes maybe 10 seconds to save it, i'm wondering if this is a symptom of the same problem, maybe less severe.