2.6 kernels use udev for dynamically creating device nodes when they are needed. Your /dev is now just a partition in RAM and is lost when you switch off, and is recreated when you switch back on again.
To create a permanent symlink, you need to create a udev rule that will always create a symlink from your device to the desired symlink. Try
http://www.reactivated.net/udevrules.php for more information on how to do that.