Got it!
Okay Jason I actually understood that and I am no longer losing data once the validation takes place and goes back to the checkout page.
I still seem to have an issue, when validation occurs it thinks that one of the fields is not validating and is not following through to confirm even though all fields are filled in properly.
I am only validating text fields and not select boxes, I have double checked my validations and it seems to be correct.
Thanks