Arduino uno resets itsself

HI I am using arduino Uno with SM5100b GSM module, for sending messages,I have made the program and it is sending messages,but it has a problem,when i disconnect the power from it and then reconnect it,Program is washed from its memory,Program is not executed even by reset,you have to re download the program.

Further with out GSM Module its working properly in executing its program. kindly if any budy can guide me to solve this problem. Regards Zaabi