Few things, backtrack was made to be run as root .. in fact 90% of the tools wont work unless you are root. Thats why they have the install the way it is .. just sudo su, then passwd.
And if your really wondering why your changes aren't copied over then you dont understand what a live dvd is. If however your talking about your usb not having changes there are plenty of posts on it already.
Once you do the HD install all your changes will stick ... that is if you followed the directions