Clones will Not remain in scene after Play is stopped.

using UnityEngine;
using System.Collections;

public class Create_Barn : MonoBehaviour
{
    public GameObject Equip;
    GameObject Equip_Clone;

    void Start()
    {
                    Equip_Clone = Instantiate(Equip,transform.position,Quaternion.identity) as GameObject;

           }
}

Using the above code, when I try to test if my button works, I press Play, and only ONE (1)
clone is created. When I press Play again to stop the test, the Clone Object disappears from the screen and the hierarchy window. Its like the Game Object is never being written to the file.
Why does this happen, and how to make it stop? Thanks!

OK, so I found out this is EXACTLY what is supposed to happen, unless one creates a method to SAVE the game before exiting.