C210 PLT HAD ARTCC RADAR CTLR RPT LOSS OF RADAR CONTACT AND CALLED OUT SEARCH AND RESCUE.

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I WAS FLYING TO 9M2 AT 7500 FT MSL IN CONTACT WITH ZHU. I TOLD ZHU I WAS DSNDING OUT OF 7500 FT FOR LOWER. THEY SAID 'PLT'S DISCRETION; MAINTAIN VFR.' THEY SAID 'WE WILL LOSE RADAR CONTACT FOR FURTHER FLT FOLLOWING; YOU CAN CONTACT ZME.' I SAID 'NO WE WILL GO VFR FROM HERE.' THEY SAID 'CESSNA; MAINTAIN VFR; SQUAWK 1200; FREQ CHANGE APPROVED.' I SAID 'OK; VFR 1200 AND FREQ APPROVED.' WELL; I LANDED THEN TOOK OFF FROM 9M2 AND FLEW TO HEZ TO EAT A BURGER. ABOUT 30 MINS LATER; I GOT A CALL FROM ZME SAYING THEY LOST ME ON RADAR; THAT I NEEDED TO CALL ZHU. THEY SAID SEARCH AND RESCUE WAS OUT FOR ME. THEY CALLED THE FAA; PARENTS AND OWNER OF THE AIRPLANE AND SAID THAT THEY LOST ME. EVERYONE WAS WORRIED AND LATER MAD AT ME; BUT I CALLED THE CTR'S SUPVR AND HE HAD NO EXCUSE FOR WHAT HAPPENED EXCEPT FOR THE FACT ZHU HANDED MY RADAR TO ZME; BUT DID NOT TELL THEM ANYTHING. I AM NOT MAD; JUST AGGRAVATED AT WHAT HAPPENED AND NOT HAVING CTR WRITE A LETTER TO ANYONE SAYING IT WAS THEIR FAULT. THEY SAID I MIGHT NOT HAVE CLOSED A FLT PLAN -- WELL; I DID NOT FILE FOR A VFR OR IFR PLAN. I STRICTLY HAD FLT FOLLOWING; SO I CANNOT UNDERSTAND WHAT HAPPENED. I DO NOT SEE HOW ANY OF THE CONVERSATION WAS CONFUSING.