What happens:
I create a nether portal in the Overworld that's underground.
I teleport to the Nether.
I arrive in the Nether at the portal the game created.
I then go back into the portal to teleport back to my original portal in the Overworld...
...BUT instead of arriving back at the original portal in the Overworld the game creates a brand new one in the overworld and teleports me there instead. 

Like the title says it's like the game can't seem to find the portal in the overworld that I originally built.  Needless to say this is somewhat annoying.

Please help. All the thanks,
James