I suspect the shell and the browser are not looking at the same database. Click on the database icon in the upper right of the browser and then look toward the bottom where it says 'Database'. There you will see the Name: tag which identifies the .db file you are logged into. Then look under the data/databases directory under $NEO4J_HOME and I suspect you will see more than 1 .db file
Also, what tool are you using to load you data? Strongly advise using cypher-shell, as it uses the .db that is specified in the neo4f,conf (dbms.active_database=)