^^ +1
Also..
As @TalismanRich sez.. an asterisk next to a song name indicates that it is the currently loaded song, so if something was saved as that song it should play back - audio or silence.. whatever was recorded - does the transport display movement?. I found no mention of the asterisk appearing next to two songs simultaneously - I wouldn't think two songs could be loaded at the same time, so maybe there's a glitch and the two asterisks are preventing either song from actually loading.
The DP-03SD automatically saves any song you are working on when you shut it down, so just doing that wouldn't.. shouldn't result in losing the song(s). Still, in the future, saving everything prior to shutdown is probably a better way to go.
After you recorded the previous saved song (one with an asterisk), how did you close out your session? Did you save everything, then power off.. or did you just power off without saving?