Hello Ella,
Can you give a bit more detail?
Which version of hugin, and which OS?
When you save your .pto (file -> save or file -> save as) do you get a
window which allows you to modify the name of the .pto and the
directory/folder where it is to be saved? You should be seeing a similar
window when you choose 'stitch'.
Is your stitch being saved to your project folder, i.e. the folder from
which your images were loaded?
Where is your .pto being saved?
Cheers,
--
Regards,
Terry Duell