I use this for lightmapping, so what can I do to prevent that I "lose" the texture ?
How do you use created RenderTarget?
1) You update it once at the beginning, and then use it later.
2) You update it every frame.

In the first case, just copy data form RT to some D3DPOOL_MANAGED texture, and destroy RT.

In the second case, you have to destroy RT texture before Reset-ing your device, and recreate it after Reset.

Code:
Texture := nil; 
FreeAndNil( Texture );
Code:
Texture := nil;
will do the job

Best regards...