It isn't a stupid question but I don't understand it? Sorry!
If you do something on your PDA and save it, it's saved isn't it? Isn't that why there's a backup battery?
"Why is it that when you save something to the PDA's memory, that it's not truly saved like on a computer hard drive."
Eh? If you type something in Word (when Word isn't set to backup every x number of minutes) and turned a computer off, you'd lose that too.
Sorry if I'm replying to a point to you didnt' make! ;)