Well, the microSD readers that come with the DSTT are pretty crappy, so they can corrupt a microSD card. However, it sounds like you're using a better one, so that shouldn't be an issue.
Windows apparently doesn't actually format a microSD card according to SD specifications. You can download the Panasonic formatter for free and presumably it will do a better job. Some have reported that their microSD cards were much faster and more stable after using the Panasonic formatter.
A microSD card can sometimes become corrupt if you accidentally shut off the DS or soft reset while it's writing to the card. If you're having trouble with disappearing saves, it's worth reformatting your microSD card to see if that doesn't fix the problem.
-Bri