Media Center's ability to save Playlists out is mostly for interchange with other, separate, external applications. These save to disk. I have no idea where you saved them, but they'll be on your hard drive somewhere. Assuming you can computer well enough to find where you saved them, you can re-import these Playlists if needed via File > Import Playlist if you choose, and it'll re-add them to the
Playlists section of your
Tree.
But, that's not important because you're doing it wrong, at a fundamental level.
Media Center automatically makes backups of its entire Library, which includes all Playlists. It does this roughly every two days, and the backups are stored in your My Documents folder (they're Zip files). You can use the Library Manager at any time to restore one of these backups and restore MC to a previous state (completely, including all Options and Settings, or only the Library if you choose).
Read:
http://wiki.jriver.com/index.php/Libraryhttp://wiki.jriver.com/index.php/Library_ManagerYou shouldn't be "losing" any Playlists, but if you accidentally delete one or whatever, you can always restore one of these backups to get it back.