karen,i find i can lose prime while vacuuming if 2 things occur:

a)my main valve is closed (so water is only going through the skimmer and hence the vacuum..so if the vacuum, or vacuum line is plugged,you lose prime) you can leave your main valvel completely open or partially if it decreases your vacuum suction too much and that way you won't lose the prime.

b) if my basket in the pump itself is full of gunk. in which case, obviously doesn't matter which valves you have open and closed or how much given it's one line going into and out of the pump!

check both of those things out. at start of season is when i tend to lose prime because the bloody basket keeps filling up with muck from the winter (leaves, sediment,little twigs,etc..hence why i'm buying a leaf cover for the fall)