[Halikar]

This is, unfortunately, a client side issue. The macro file is not saving on your computer for some reason. Since it's a text file in your character's desktop folder, you may need to check if you have adminstrative permission or some other Windows setting blocking you (I doubt it's a locked folder since it gets created when you create the character). Extreme solution: I think there is a way to add a Save Desktop macro to manually force a save from inside UO, but that then eats one of your macros to accomplish it. But as a last resort that may solve it for you.