Every time you make a change to a data field in MillMax it automatically saves a new file with a new name. This is designed to PREVENT any data from being lost or over-written. If you reopen the original file, your changes will not be there, they will be on the newer, automatically saved, file.
Note that the naming convention is machine, toolholder number, cutter number, material and date/time. If you renamed your original file to something else, it will not follow that. You can rename the new file.