If your locomotives have QSI sound decoders they require a programming track booster. If your Prodigy Express allows programming on the main line, try that instead of using the programming track. If you've tried main line programming and it isn't working, you've discovered one of the reasons that the Prodigy Express is cheap.
Something else to try is to program CV 29 with a value of 34 as a separate step. Your Prodigy Express may be changing the address in CVs 17 and 18, but unless you also change CV 29 the decoder thinks you still want to use the short address.
Possibly the best programming booster on the market today is the one from SoundTraxx, item number PTB-100, if you have the type of power supply that is needs.
CSX Robert wrote:I don't have any QSI decoders, but if that is what these engines have, I have heard that you need to disable verbal acknowledgment(set cv62 to 0) to be able to program an extended(4-digit) address in OPS mode. To set an extended address requires 3 writes(CV17, 18 and 29), and I think the verbal feedback of the first write interferes with the other writes.