About the "dissapearing": I guess, you are admin, right?
If not, check your roles and make sure, that you can read the new classes. About the storage: Check the bug reports, I think there are somereports about problems with class editing and they were related to session problems in PHP. Which PHP version do you use?
Thank you very much for your reply! It seems that my version of PHP (4.2.2) was causing the problem. I upgraded to 4.3.3, made and edited some classes and they're all stored properly.
I hope this version of PHP is stable enough for eZ Publish (I'm really starting to enjoy it).
Good to know, that your problem was solved. We are running PHP 4.3.3 on a production site and it works well. Although we usually do not modify classes every day ;)