I'm getting different player rankings in VBD and DD with the same projections and scoring rules. I have downloaded the VBD rankings into DD, but DD won't save those rankings when I close the program.

Is this a problem that I need to fix, if so, any suggestions.
Or should I just go with the DD rankings and forget the separate VBD results?

They should be very close. I've fixed the VBD Spreadsheet import in version 4.1. It should be released later this week. In the meantime I'd just use the DD's.