Typically my annotations don't just disappear. I lost my annotations the same way that you did. We all make silly mistakes even when we know better.
I ended up reformatting my 950 and reinstalling Reader Library. Luckily I had a backup from which to recreate my annotations. I also periodically use the Sony software to export the annotations to an RTF file. Some of the earlier models (especially my 505) used to have random restarts and then you would lose recent annotations, but the new models are much more stable.