When you multi-class you have to get above the level of your previous class in order to start improve (thieving skills and spell slots not included). If you were lvl 5 fighter you have to become lvl 6 mage in order to get more hitpoints and stat points (don't despair, you got statpoints and even more hitpoints with your fighter, right <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" />?). I wondered about this too in the beginning, but I think my brother explained it to me. I don't know the exact details, but you will start gaining hitpoints eventually. (Expect after lvl 10, when you will only reciev one hp/lvl. The good thing is you won't have to reload every time you don't get max hp, since you'll get the same hp every level.)
Übereil