What you are doing is pretty much creating a shader preset - those, by default, apply only to selected surfaces though you can override that by holding down the cmd(Mac)/ctrl(Win) key when launching the preset. You should have .dsb as a format otpion in the Save as dialogue (and .dse, encrypted files that non-one can read (including you, so don't ever do this to a working file - but if you have custom code you want to keep to yourself you can save a distribution file as .dse).