guest vm always start from ISO

[Jewel Nuruddin]

Hi All,
 
I create a guest vm from CentOS ISO, when I first create it , it give me 
installation option and I install it and work on it, then I shutdown vm, next 
day why I start this vm it again ask me to install it from ISO (mean it show me 
to install the vm again).
I do not understand dose it mean if I use some ISO every time I shutdonw the vm 
and start it from installation processes?
Some one please help me.
 
Thanks
Jewel