When you are performing administrative tasks in Project Web Access and get iterrupted, your session can timeout causing you to loose changes you are working on, such as making changes to a view.
You can increase the session timeout value by following these directions:
Go to Sharepoint Central Admin
Go to Application Manager
Select Configure Session State
Under Timeout, change the default value stored there.
Note: A long session time out can make you more susceptible to attacks from scripts running on other pages you may have loaded in your browser.