This sounds crazy but it actually happened to me right now.
My user is Site Admin on our On-Demand instance (demicode.fogbugz.com). I went into My Settings->Options and changed my password. When returning to List Cases I realize I no longer have access to my projects. Also, my access to the Admin Dashboard is gone.
This is a known bug that got introduced into a recent build of FogBugz. It was caught shortly afterward, but not before this change went out to FogBugz On Demand. This bug has already been fixed and will go out with the next release of FogBugz.
In the meantime, you can have another user with admin privileges restore your admin privileges when this happens. If your account is the only admin account, this behavior does not happen.