WAL Archiving problem

Greetings to everyone

I have a PostgreSQL 8.2.4 installation running under Windows XP with WAL
archiving activated.
But at some point Postgres began to ask to archive a WAL segment that
isn't in the pg_xlog directory. I thought that a segment that isn't
succesfully
archived should remain in the pg_xlog directory, or am i wrong?

Any ideas about how this can happen?

Thanks in advance, Norberto