On your own computer, AutoText entries are stored in the

normal.dot file (normal.dotm if Word 2007). Are you answering yes to the prompt to save Normal when you quit Word? If you are answering no, your entries are not being saved.

Add-ins can also block Word from saving changes to the normal.dot. Can you save formatted AutoCorrect entries -- those entries will also prompt you to save the normal.dot when quitting Word.