I've found this a most irritating issue already since CS1.
I use Pantone colors a lot in my designs and always have the Pantone Solid Coated Color book open in Illustrator. However, no matter how often I save workspace, as soon as I close Illustrator and restart the color book has disappeared from my palette settings and locations. I have to re-open the color book every single time.
What is the problem with this? How can all the other windows be saved in the workspace settings and preferences, but not the color books?
And why is this issue not yet addressed, when it's been coming up already since CS1?
It's not a computer / preferences file issue.
CS1, CS3, CS5 and now CS6 were all installed on a brand new (empty save for operating system) computer.
Persistent is buggy and often does not last after reboot, but defintely try as Larry stated.
This process will work:
Drag this file
Swatches flyout Menu >> Open Swatch Library >> USER DEFINED >> (choose the swatch library you dropped there)
Make this library persistent, save workspace (incase your prefs get reset in future), quit, restart illustrator.