Calendar in Photoshop 9

Extremely Frustrated....I have created a calendar going on 5 times taking 3 full days because each time I go in the calendar looks for files and says it cannot the photo, even though everything is still int organizer.  I am not understanding where it is trying to go and is it because I save the file with a different name?  

2) On my 4th try I did not close only save as I went along, and when I completed a the calendar and for some reason each month went into a separate file, when i went to print it joined them onto one page instead of being 2 pages.

3) How do I re-collate them into one file for printing.....

4) how do I add another page like the title so i can put the artist info? - if you answer 3 than i should be ok as i have a separate file for the last page.

5) Do I need to flatten - which I watched on Google before creating a jpg file to take to a print shop?

With Gratitude

Leslie