My classic newbie error was using the wrong datum. I had my GPS set to AUS66, uploaded the UTM coordinates of a cache, noticed they had mysteriously changed, then manually set then to the coords on the cache website.
D'oh! We did not find the cache - of course.
I realize now that my GPS had automatically translated the coordinates from WGS84 to AUS66 when I uploaded them. I think it's better if I switch to WGS84 when geochanging, and back to AUS66 when bushwalking.