What version of Word are you using?
If you have 2003 or prior it could be an Acrobat addin causing the problem.
If you have 2007, then I am not sure if the following will help but you
never know.
This is a known problem with Autotext entries and toolbar customisation and
the following helped me in the past.
Have you tried the Save All function after doing a customisation of
Autotext/toolbar/menu entry?
After whatever change, press Shft+File, Save All, close Word, and reopen to
see if the change has been retained.
If this works, question for you, do you have Acrobat installed?
The Acrobat addin can cause some changes not to be saved to the Normal.dot,
such as new Autotext/toolbar/menu entries, etc.
If you do have Acrobat then have a look at the webpage below, especially the
section on Add/Remove Program, Modify. I had similar problems with Customise
and Autotext/toolbar/menu, doing the following solved the problem but I also
found that if you do the instructions and then reboot, Open and close word,
then reverse the Modify instructions, the Acrobat functions return without
the clashes with saving Customise and Autotext/toolbar/menu.
http://www.gmayor.com/lose_that_adobe_acrobat_toolbar.htm
Hope this helps
DeanH