This is not only related to wordpress 3.0 beta 1, it happens in 2.9.2
I am about to report this "bug"(?), but i have been a good boy and have read the docs.
I have noticed that i have configured the many widgets, for one theme.
then i decided to test another one, and went back to the original.
every single widget area configuration that was not registered in the second theme was lost.
this doesnt make sense,
please, let me know if this is a bug, so i can report it to trac.