MY question is that.. 
For example in MATLAB, there I can save and recall my own function by M-File(function or script)

But in mathematica, how can I do this?

I already search and kown how I can define fucntion and module like following..

f[x_]:=Sin[x]+Cos[x] 
g[x_]:=Module[{a}, a*f[x]]

When I restart mathematica, however, my own function is deleted. 
Of course, I can save my notebook(.nb) file.. 
But it is just saving my script, not saving my definition of the function..

How can I deal with this problem?