Multiple regression drops variables

I am performing a linear multiple regression analysis in spss in 3 steps. In step 1 I entered my control variables (2 interval and 4 dummy variables) using ENTER as the method. In step 2 I entered my 4 dichotomous independent variables, again using ENTER as the method. Finally, in step 3 I entered 16 interaction terms (between the dummy control variables and the independent variables). Here, I used stepwise. In the output, one of the dummy control variables has been dropped from Model 1. Does anyone know why this has happened?
Help much appreciated! Thanks!!