You may not be reseting the position of the stream. This procedure works...

var  
Stream: TMemoryStream;
begin
  Stream := TMemoryStream.Create;
  try
    CDS.SaveToStream(Stream);
    // Reset to the beginning of the data packet.
    // Forgetting this step is one way to produce the error.
    Stream.Position := 0;  
    CDS.LoadFromStream(Stream);
  finally
    Stream.Free;
  end;
end;