WMP Radio does not remember

I enjoy the internet radio stations I find using Windows Media Player 10, but it will not remember recently played statios or stations that I add to the Favorites list. Any ideas why? Thanks.

 

Torquemada--Have you tried looking into WMP Help?
For example
"To add items to a playlist
On the File menu, click New Now Playing List.
In the List pane, click Now Playing List, point to Edit Playlist, and then click a playlist name (if one is displayed). The items in the playlist are displayed in the List pane.
-or-

If all of your playlists are not displayed when you point to Edit Playlist (that is, there is not enough room in the menu to display all of the playlists in your library), or if no playlists are displayed (that is, there are no playlists in your library), click Additional Playlists to open the Add to Playlist dialog box. In the Add to Playlist dialog box, click the playlist that you want to add the item to.

Add the items to the playlist by dragging them to the List pane or by right-clicking the selected items, pointing to Add to, and then clicking the playlist name.
Notes

You can select multiple items to add to the playlist at once. To select adjacent items, press and hold the SHIFT key while selecting. To select nonadjacent items, press and hold the CTRL key while selecting.
Instead of dragging selected items to the List pane, you can add the selected items by double-clicking them. To enable this option, click the Library Options button above the Details pane, and then click Add to List on Double-click.
You can also add items from My Computer or the desktop to a playlist in your library either by dragging them to a playlist in the Contents pane or List pane or by right-clicking the item, and then clicking Add to Playlist.
The Now Playing category in the Contents pane sometimes shows items that are not in your library, such as a CD playing in your CD drive. You cannot add items that are displayed in the Now Playing category to a playlist if the items have not been added to your library. "