When you're in a hurry and are loading in footage into FCP you may have forgotten to save the project before ingesting footage.
If you do, the folder in your Capture Scratch Folder will be called something like "Untitled Project" and if you keep loading in footage like this -saving after the fact- you'll end up with a pile of folders called "Untitled Project 1", "Untitled Project 2", etc…
The key is to remember to name and save your project BEFORE you ingest footage.
But what can you do if you've ingested footage, then saved the project but haven't quit Final Cut Pro yet?
You can -while at this point- go into the Finder and drill down to your Capture Scratch Folder and rename the folder containing the project's footage without the problem of FCP making you reconnect footage later on when you reopen the project, nor will it suddenly loose all connections to the footage.
Final Cut seems to get confused sometimes though; sometimes if you change the name of the footage's folder after quitting and reopening the project it'll find the footage, but sometimes it won't.
What I've noticed is that if you have saved the project after you ingested footage, but haven't quit Final Cut yet, it generally won't "loose" the footage when you return to it from the Finder.
Re-save the project and you should be go to go.