Master Test Failing

I have a bunch of tests that are more or less used to open my application, browse through it, run a specific database query, and then using some custom-code files with a self-made object, I test the query against another file which will return true or false (depending on whether or not the files are identical in the data that they hold).

In my tests, I use an assert to call the function and fail my coded step depending on if the values are different.

Now my real problem is, I have a "master test" which I use to "Test As Step" all my tests so they run one after the next...instead of me having to go through and run each test manually, I can walk away and not worry about them not getting done.

When I run my tests individually, my coded step can pass (the Assert is not thrown).

When I run my master, my coded steps (and therefore those tests) can pass, AS LONG AS any of the previous "Test As Step"'s haven't failed on the coded step. If a single "Test As Step" fails, every subsequent "Test As Step" fails on their individual coded steps.

Each test has it's own objects instantiated with the new keyword which are compared...so I can't see it being data in the objects still in a new test...? Not really sure what else the problem could be though. Any push in the right direction would be greatly appreciated...