The problem seems to be occuring because I've created these shpefiles as FeatureSets and added them to the MapWindow using Layers.Add(IFeatureSet).
Therefore when the project saved the deserization tries to bring back the FeatureSet not a shapefile.
How can I save the project file with linkages back to the underlining shapefiles.
Proved this to be the case is the easiest of my created datasets to save the shapefile and add the layer via Layers.Add(filename). The other situations are not so easy to accumplish this work around, also seems at bit of waste file handling.

Any ideas how I can get around this....

My way to do this:
_myPoints = New FeatureSet(FeatureType.Point)

            _myPoints.DataTable.Columns.Add("ID", GetType(System.Int32))
            _myPoints.DataTable.Columns.Add("Name", GetType(System.String))
            _myPoints.DataTable.Columns.Add("Address", GetType(System.String))
            _myPoints.DataTable.Columns.Add("Symbol", GetType(System.Int32))
            _myPoints.Projection = KnownCoordinateSystems.Geographic.World.WGS1984

Dim dlg = New SaveFileDialog() With {.Filter = SaveShapeFileDialogFilterText, .SupportMultiDottedExtensions = True, .FileName = _myPoints.Name}

                If dlg.ShowDialog(Me) = DialogResult.OK Then
                    _myPoints.SaveAs(dlg.FileName, True)
                End If

                Dim pointLayer As IMapPointLayer = CType(Map1.Layers.Add(dlg.FileName), IMapPointLayer)

Ambiente,

Can you then edit/add features to the shapefile, cause as a soulution to my problem I did much as you suggested. However once I save the project file I get an error if I try to add features.

ahrensd

here is the second part where I add the features.
.....
Dim pointLayer As IMapPointLayer = CType(Map1.Layers.Add(dlg.FileName), IMapPointLayer)

                'Dim pointLayer As IMapPointLayer = CType(Map1.Layers.Add(_myPoints), IMapPointLayer)

                pointLayer.Symbology.ClearCategories()
                pointLayer.DataSet.FillAttributes()

                Dim pin_red32 As PointCategory = New PointCategory(My.Resources.pin_red32, 32)
                pin_red32.LegendText = "pin_red32"
                pin_red32.FilterExpression = "[Symbol] = 0"
                pointLayer.Symbology.AddCategory(CType(pin_red32, IPointCategory))

                Dim pin_blue32 As PointCategory = New PointCategory(My.Resources.pin_blue32, 32)
                pin_blue32.LegendText = "pin_blue32"
                pin_blue32.FilterExpression = "[Symbol] = 1"
                pointLayer.Symbology.AddCategory(CType(pin_blue32, IPointCategory))

                Dim pin_yellow32 As PointCategory = New PointCategory(My.Resources.pin_yellow32, 32)
                pin_yellow32.LegendText = "pin_yellow32"
                pin_yellow32.FilterExpression = "[Symbol] = 2"
                pointLayer.Symbology.AddCategory(CType(pin_yellow32, IPointCategory))

                Dim pin_black32 As PointCategory = New PointCategory(My.Resources.pin_black32, 32)
                pin_black32.LegendText = "pin_black32"
                pin_black32.FilterExpression = "[Symbol] = 3"
                pointLayer.Symbology.AddCategory(CType(pin_black32, IPointCategory))

                pointLayer.AssignFastDrawnStates()
                Map1.Refresh()

Have been able to save the project file and reopen the file...
However once I save the project the features appear to have been altered in some way, cause when I go to add a feature to one of the shapefiles I get a error in line 397 of DotSpatial.Symbology.DrawingFilter, KeyNotFoundException "The given key was not present in the dictionary."
Indicating to me that the orginal _drawnStates to the current keys are mismatched, and assume that the features have been altered during the saving process.

I had the same problem, you need to add:

MyLayer.DataSet.FillAttributes()

before you add the Categories and

MyLayer.AssignFastDrawnStates()

after it.
For me it works now without any error.