Using the sheet bending tool, I choose the face, then put a line on to fold along, input the parameters,and click the flag. The fold is as required.
My problem is that when I delete the marker line the fold returns to flat.
Am I doing something wrong?

The line is one of the parameters, a feature in the part tree and editable, ie if you move the line the bend will move too.  If you don't want it visible, you could place it on an invisible layer or category, or you can explode the part to break association and the part tree. 

Thanks, that makes sense.