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You need to be a little more specific about what changes are being lost. Many commands simply modify the running configuration. To make them permanent you have to edit startup or configuration files so that they are invoked again at next startup.
Examples:
You can manually mount a filesystem. To make it mount automatically though you need to add it to /etc/fstab.
You can add a route with the route add command for networking but to make it permanent you need to edit your network config scripts.
Even some things you think you made permanent can be overwritten by the way you've set things up. An example of this is /etc/resolv.conf which specifies your DNS servers to query. If you're running dhcp (dhclient) and the DHCP server propagates DNS servers it will actually overwrite this file on reboot unless you modify your dhclient.conf.
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