How to save Pen Tool anchors?

[archivedb]

Like in the title?

I had a very unpleasant surprise after saving my project, reopening it and seeing that all my anchors and lines between them just disappeared! :/

How to save them? Why they're not an object, like in Paint Shop Pro?

Don't tell about brush stroke paths (I have them), I'm asking about anchors.

Thank you.

[edit]

If that's impossible, then tell me how to make real, scalable, editable vector custom shaped objects.

[edit 2]

As far I see it works smoothly for shape layers, but I want to make contours (Paths)!

 

[hawkeye]

If you save the path, the path and anchor points be there when you open the psd file again.

 

[tricky500]

After you make the path you have to double click on the path layer. Otherwise it will not save.