Arduino Nano wont save program

hello,
im working on a small project with RFID-RC522 and Arduino Nano ATmega328.
during the testing i found that when i unplug and plug the USB(power supply) the program is being erased and i must load the program again, what stops me from creating a permanent setup.
Does any one know how to fix my problem and am i doing something wrong?
p.s
i dont see any errors.
i added the program that i found and using.

RC551_BLinking_LED_2.ino (5.87 KB)