You can't always prevent it, but the closest thing you can do is
1. Redo it the way you want (which you've obviously done before), then when finished,
2. Right-click on the taskbar and select 'Lock the Taskbar'.
3. As an added precaution, do the same in the Start Menu (right-click on Start menu then Properties, Taskbar Tab, then be sure 'Lock' is checked).
4. You can't really save your toolbar because its contents are in the registry, so you can't override it. But you can get something like ScreenHunter 6.0 Free and take screenshots of your Quick Launch. The QL folder is in C:\Documents and Settings\yourusername\Application Data\Microsoft\InternetExplorer\QuickLaunch
Here's a problem, though: you MIGHT not be able to add any shortcuts to the QL now that it's locked, nor can you move them around anymore, though I've not had that problem.
Second problem: when you have a LOT of those shortcuts, you'll wish they would sort in alpha order. To make them do that, you have to unlock the taskbar, and then do what I did in this video, here. I show the steps live, harder to explain than to just show. The video shows Win7, but the mechanics are the same for XP through Windows 10.
Now, maybe you're not interested in anything but Steps 1-4, but at least now you know how your QL disappears and everything is suddenly sorted alpha. It's a consequence of some program being added to the QL total, and there are so many already, that they auto-sort alpha. So that means either you need to create a second toolbar (like you'll see in the video, where I have both Desktop and QL), or you'll need to reduce the shortcuts in the bar.
Remember also that uniquely in XP, you can have a toolbar at top and bottom, link is my main XP desktop picture (made using that ScreenHunterFree).
Hope this helps! Yell at me if it doesn't (send me a PM, as notifications are off).
Edited by brainout, 28 August 2015 - 10:07 AM.