Memory Problems w/My DX game

Hi all! I'm having some memory (or at least that's what I think it is) problems with my game. So far everything is working well. I have scrolling down and have started making levels. Using psuedo-code I will show you the general-ness of my code

Code:

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for (int c=0;c<5;c++)
{
//All my filename code like strcat(message,".txt") at the end etc
Level[c].Init(filename);
}

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Anyway, it worked for a while, but I only get the first level loaded. I'm using OutputDebugString() to check everything. If anyone wants more info, I'll be glad.

I'll admit I'm not the best at memory manegment, what to make a pointer, etc.

hmmm Can you give me what the error is?

No error, but It doesn't load my other files to them.

I change my main characters level int, and everything goes screwy

Code:

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Tansai.SetLevel(1);

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Then when it TRIES to load the level, I get Blt errors