Linux- Setting, How to make-um stick

Just started to play around with Linux mint 14.1. I made a boot-able USB 8gb thumb drive with Linux on it and it works just find.

However the only problem I am having is I can't seem to get it to save any of my setting  I have to re-inter passwords, re-install bookmarks, re-set audio fed, Icons that I placed are removed from desktop, etc ??????

When I boot up again I must start from square one again.

Any one knows the the answer to my problem???

Thanks