Hi Kim...I had created a puzzle layout tutorial for MS PI 2001 and addressed that problem. 2001 has the same problem with the guides disappearing, but there is a way around it (though, a pain it still is...LOL).
Here's how it works for 2001 and hopefully it's the same for your version -- if it's not the same, hopefully somebody else can find you an answer:
[from the puzzle layout tutorial] Now this part is tricky, since the alignment guides disappeared when you went to create the cutout…if you notice when you size the puzzle piece, the screw is green. When the screw turns blue, you’ve hit one of the invisible alignment guide. Be sure to stop re-sizing when it hits blue, let go of the mouse and get the green screw again, otherwise you will be moving the alignment guide with the puzzle piece (a little annoying quirk of the program)!
If that didn't make sense, please let me know and I'll try to re-phrase
Shannon