Anything on a frame is separate to another frame, unless you directly change its properties. Theres a few ways to fix it, simple on the top of my head is too just do this on the button going to next frame-
_root.head = _root.chararactersheadframe._currentfram e
_root.bodypiece = _root.chararactersbodyframe._currentfram e
then on the 3rd frame put on the guys head -
onClipEvent (load) {
this.gotoAndStop(_root.chararactersheadf rame)
}
etc. etc.