[ubuntu] Can't permanently save things on Ubuntu running off a flash drive

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http://ubuntuforums.org – So I have an old, broken, Windows XP laptop, and I stuck my Ubuntu flash drive into it and it booted up perfectly when choosing "Boot from USB device" in the boot menu. But the problem is, when I turn off the computer completely, (not just sleep mode or hibernate) EVERYTHING resets! Like my desktop goes back to normal, all my installed programs go away, everything is just set back to default! Do you know why this is happening? As of now, I can't install Ubuntu on the old pre-installed Hard Drive (which still works fine, and I would like to)because I have all my old files still on (Hardware)