Bug custom menu – sidebars widgets ?

For every page i made a custom menu and a custom side bar.
When assigning the custom menu’s to the sidebars in the widget arena it has to been done all at once.
Otherwise it gets all messed up. For example, everything stands ok but i want to edit one little thing. I do that, bam, everything is mixed up. All the custom menus arent in the sidebars anymore. Instead the sidebars are randomly filled with other widgets. Like my twitter witget or the recent post widget.

Is tis my lack of knowledge or is this a bug or something?

Gr Peter