RSLogix500 only looks in a default directory for your RSLogix projects. So when you attempt to go online and it doesn't find the "right" project, many people mistakenly choose to create a new project. Creating a new file uploads the contents from the PLC but since the comments are not in the PLC, they will not be available. This project gets saved to that default directory and then later, when you try to go online you use the "Upload using" option, but it is uploading the logic into this project that has no comments.
Creating a new file is a common mistake people make. They then think they have "lost" their comments. Their comments are typically still there, just in another directory on their PC. Use windows search to find all .RSS files and you will probably find it.
If your project is stored in a specific location, then go find it and then open the file before you attempt to go online.
OG