VoxEdit is pretty rough, managing your projects and assets is going to save you a lot of pain!
First I would recommend checking your save directory.
It should be something like "C:\Users\[YourUserName]\VoxEdit\"
First back it up as is and do so regularly. There are dangers in using this directory, see rest of site.
Under this I would create a sub-folder for each project:
Under Each project I would create sub-folders (example below):
Under Each of these create a single Folder for each entry.