Only have ONE SINGLE Rhino instance open when you make modifications.
Make your modifications and then close that single Rhino instance. That automatically saves the changes.
Re-open Rhino. The changes should be there. If not, there may be something wrong with your permissions to save to the folder where the toolbar (.rui) file is kept.
To force Rhino to save the toolbars immediately without closing Rhino, go to Options>Toolbars, make sure your workspace file is highlighted in the list, then in the File menu choose Save or SaveAll. You can also make an alias that does this without having to go through Options>Toolbars:
! _-Toolbar _Collection _SaveAll _Enter _Enter
This will save your modifications instantly, but again, only do this with one instance of Rhino open, or another instance closing may overwrite your changes and so you will lose them.
Note that the above applies to Rhino versions up to V7, some of this may change for V8 - things are in flux right now.
With the Shift button held down, drag the button from where it is and drop it wherever you want it.
If you hold down the Ctrl button instead, a copy will be made where you drop it and the original will stay.