"Three GEocache sites were saved"
Then, you didn't fail. If you entered the coords wrong in EasyGPS, you get an immediate error message. Once you send the waypoints to the GPS, they all go together. I believe if you view waypoints by closest to your present location, you only view the ones within a certain distance - I think that's 50 miles. If you search by waypoint name, you'll find all the waypoints.
One way to confirm what is in your GPS is to upload the waypoints into EasyGPS, or MapSource.
Before entering the coords manually, check that your GPS is set to the same datum and format that the webpage uses. The datum is WGS 84; the format is hddd mm.mmm . To view your settings, hit menu-menu-Setup-Units.
Edit: Oops, this is Chuy!; I was logged in under our geodog's account.