Were you re-using a bid group and didn't increase the number to win? Go to your 'My Snipes' page and click on 'manage bid groups'. Each bid group has a couple of numbers, like 1 of 1, or 0 of 1. What does yours say?
Best to delete old bid groups, and not reuse them. Create a new one for each item you want to win.
If that's not the problem, no other advise here... except be sure to visit >THIS< link.