roym:
It's difficult to know what you're doing that is not saving the patches unless, as MJB suggests, you are not in performance mode to begin with. But that seems a bit odd. Can you clarify a bit?
As for parts and tracks: Think of "parts" as the "chairs" in your band or ensemble. The XP performance mode lets you assign 16 players (instruments, patches) to 16 different chairs (parts}, but only one instrument/patch to each chair (part) at a time, and the drummer is *always* in chair 10 (hard-wired to part 10). You can change players (instruments) in each part during a song as often as you like using either control messages (CC 0, CC 32, PG) or sysex messages (we can tell you how to do this later), but each part can still have only one instrument at a time.
You can "assign" each of these parts (even part 10, the drummer) to any track you want. In fact, you can put all 16 players (parts) on the same track if you want (in fact, that's what a certain type of .mid file does).
Roland suggests, and I suspect most of us follow this suggestion, that you put part 1 (player 1 or instrument/patch 1) "on" track 1, part 2 on track 2, and so on just because it's easier to keep track of (excuse the pun). So all the part number and track numbers would then be the same. If you want to edit part one, say, your guitar part, it's just easier to remember that part 1 is on track 1.
In the meantime, you may want to go here
http://www.rolandus.com/SUPPORT/DOCS/SUPNOTES.HTM and download the files on the XP60/80.