Did you save the document, or the tool?
In zbrush both are seperate things. If you save a document then it drops the tools to the canvas and the file is now a 2.5d image. In that case you can't edit the objects only add more of them and paint. If you want to save the 3d object you are working on you must save the tool through the tools palette/menu. That will save the current tool (that can be reimported and edited) and any texture and subtools info.
If you want to save a 3d object for editing use the save tool option. If you want to work on a piece of artwork, save the document. It is quite painful when you don't realise that early on and loose something you spent hours working on, but you never make the mistake again.