I, too, suffer from disappearing items, and I can't seem to find any rhyme or reason to the problem. Like Qui and Cass, I'm not getting an error message.
EDIT: Well, I finally got an error message. I don't know if a desciption of events will help, but: I was equipping things to identify them. I was working a stack of three heater shields. I equipped and de-equipped the first, and when I went to equip the second, I got an error message--though I did not think to check and make sure it was the same one that DragonPuki posted. I lost a good portion of the items in my inventory, but the items I had equipped were untouched.