How do you get a Ubuntu boot key to save new info to the key?

I have created boot key for my hard-drive-dead Dell laptop, with Ubuntu Meerkat. I’ve put it on "Try Ubuntu" mode, seeing as how I can’t download it, but I can’t seem to find a way to save anything like Google Chrome, flash games, or WordPress. When I turn the computer off and then on, it disappears!
Any help?