I am using LMMS 0.4.13 on Win 7 64 bit. I faced the same problem. When I am working on a project and add a vst instrument using VeSTige, it works fine. Then I save the project, close LMMS. At a later point, I open LMMS and try to open the old project. That's when things goes wrong, and the project n...
This works with version 13. A million thanks dude!!!

It's a pity that not much material exists for working with LMMS on Windows.