I have a problem at http://www.blazingsaddle.co.uk where I have a new install of WordPress 2.3.3 and a new install of the theme 'Misty Look'.
I also have the same set up at http://www.goonerholic.com which is working perfectly
At blazingsaddle I have a header image which perfectly matches the size available. If I load it via the 'customised header' section of the theme editor it displays on first refresh, but then 'vanishes' again on subsequent refreshes.
I have compared the code on both sites and can find no obvious differences. To my uneducated brain that suggests my problem is with my WordPress installation, which I have reloaded. No difference!
I have done a search here and cannot find that exact issue so I hope someone can help.