This happens when you save a script and the owner is you, it has to be saved as plublic user. I believe you right click go to info and change owner to public user.
If you make changes (edit) make sure it is public user as owner then delete old one in Pxe menu and drag th script back to the pxe menu.
Thanks. I'll try changing them to public user to see if it keeps them from disappearing.
I made the change and as far as I can tell they haven't been disapearing anymore. Thanks MrGadget.