Stand alone Mode With ATMEGA328p

I am using an ATMEGA 328 in stand alone mode. Here is my problem:

I programmed my pic using arduino uno, then removed the chip and built my own circuit (pic+2caps+crystal+resistors).
When I power my system the code that I uploaded doesn't do its job so I have to reprogram the pic again. However when I use it with a small code such as the blinking LED it does work; every time I turn the power on the LED that I set to blink blinks according to the the time I set. Could you please provide some feedback on this. Why the program doesn't stay in the pic when you power the system again.
Thanks

can you show a picture of the board? Do you have the reset line with a resistor pulled high?

ALSO pic is a MICROCHIP term... you should call it either a AVR or the universal term... MCU

(even tho one can program a PIC with a AVR now )

You need to describe the physical setup of your project as well, an image of how it's hooked up might help, your general description so far is lacking a lot of information that would be useful.