What version / service pack do you have? It seems this problem was fixed recently in v10 SP1.
http://forums.arcgis.com/threads/8331-AddLayer-only-temporarily-adds-the-layer-to-map
You can try downloading SP1 here. http://resources.arcgis.com/content/patches-and-service-packs?fa=viewPatch&PID=66&MetaID=1685