I was having a problem where the Podcast app would randomly change the Save To setting from the memory card to Phone memory. You can imagine the issues this causes with podcasts being so large. Anyways, I figured out the bug.
If you have the Podcast app set to update automatically at regular intervals AND you happen to be using the memory card at the time it tries to update, the app will switch the setting to Phone Memory and leave it there.
Kinda dumb. There should be an option that says, "Use Phone memory, if other storage unavailable" or something like that. It should not just assume you want to change the setting. Nokia needs to fix. Is there a special way to report a bug to Nokia?