Major Digitizing Problem

I am trying to digitze a set of features using an orthophoto. Everything goes great then when I save the polygons to a shapefile and look at them in arc map, overlayed the ortho I used to for my template, all the polygons have shifted and are no longer outlining the features they were digitized from.

I created a new feature class, projected it in the same coordinate system as my map document, and ortho. I used the edit tools to create my polygons.
Any Ideas, anyone else had this problem.

Thanks