One more newbie question (for patient 4k users)

I'd very much like to find out how to save controller data with a sequence.

I'm aware that my problem mainly is that I don't know the basics of how the 4000 works, but the following happened today:

I made a sequence consisting of 2 tracks.
One of them had controller data (sample start) recorded on it.
I saved the sequence and when I restarted the machine the controller data was gone.

What to do?

save into the autoload folder