Yeah, if you don't save them, they're not there. I found that out when I "Reset" actions in the Actions palette once, after I had recorded a bunch of additional actions without saving them. My advice: create a new set of actions and call it My Actions or something, and every time you record an action, put it under there and save it. EVERY SINGLE TIME, mind you. Just make it a habit to save My Actions whenever you add to it.