I follow the Article at:
http://fedoraproject.org/wiki/FedoraLiveCD/USBHowTo
Great job by the way, and got my 1GB USB booting the
Live Version of Fedora 7. This is after see some of
the guys at the linux meeting in Huntsville, AL
running Ubuntu in a similar way.

After add my own user and tweak the network and some
minor changes and add on rpm's noticed on my next
reboot the fact that the changes did not got saved.

Last night talking about the subject, a friend told me
he can save his data with Ubuntu and find out there is
a way:

"According to official web page you need to use
casper-rw lable instead of casper-cow."

https://wiki.ubuntu.com/LiveUsbPendrivePersistent

I wonder if you have some ideas on how to get this
done, I'm a RedHat Junkie, and don't like the idea to
switch to another distro.