I was driven nuts by this here is the solution
I assume you have deleted the consist (well it does not work always) The Prodigy stores the last 20 locos you have programmed in it's memory stack; if you disconnect or remove the power to the Prodigy and still remembers them. If one of any of the locos have been in a consist they may not work on their own any more and you will have trouble setting up another consist. To overcome this issue delete all the loco numbers in the memory stack one by one and then things will return normal! As I said earlier in this thread this was the final straw for me and I now have a PowerCab/ProCab system that I really like!
Good Luck,
Xerces Fobe