only thing i can think of off hand. Not sure if this still happens.. really havent worked in wed for awhile.
Anyways, sometimes when you open a level it will append ~???? something like that to the file name... Look at the top bar to make sure the level has the correct name. If it has anything like ~??? then resave it and build again. If you just deleted an entity you should be able to build with update entitys only.... If that still doesnt work tho you may want to try for a full build again.
Hope this helps.