Is it possible to change WordPress Themes and keep your content?

I am trying to change wordpress themes on my wordpress blog, but I keep running into a problem. My content is already registered in the search engines and I am gaining ranking so I don’t want to have to keep posting my content over and over.

I was wandering if it is possible to change your wordpress theme and keep all of your postings on your wp blog? If possible could you please provide a step by step tut or a link to a guide if at all possible?

Thank you,
Jeff
I just realised I didn’t list my problem. My problem is that every time I switch themes all my content is deleted. Then I have to go back and re-post each individual blog post.
I am using wordpress direct to change my theme and add my post. Maybe that is why I am having problems. I am not sure, I will try and change my theme again and see what happens.