Settings lost upon closing, after appending world settings from another project

I really didn’t know what area to place this post, but here is my question.

  • I wanted to use my world settings ( hdri setup) from another project.
    -I do a file append… go into the world folder and select it… hit append
    -it comes into the new file correctly…

But as soon as I close down the new file… and reopen … the appended world and it’s settings has disappeared. I always save projects before closing down, and never have this problem with other appended objects.

Is there something I am doing wrong, or is there possibly a bug? I’m using 2.68a official.