we might be doing it wrong then, cause a large number of us seem to have that problem. Personally when i want to go change a team, i go to edit>>>teams>>>edit team, then i can, for example, go to real madrid and change their formation to 4-4-2 with van de vaart coming on instead of raul. I click exit, then confirm...i now press escape twice and then save which prompts a dialog box that says "[edit data] do you wish to overwrite this data?" i click "yes" and it saves but now if i escape back out to the main menu and then go back to edit>>>teams>>>edit team and back to real madrid, it is back in a 4-3-3 with raul in instead of van der vaart.
The only way i can ever save a formation or line-up change is with peseditor and though it's awesome for making quick transfers between teams, it's kinda of a pain in the ass editing the formations and line-ups cause i still have to be constantly referring to the game to see if the players are in the right spot on the pitch and continually closing and opening the game in order to successfully save in pesedit and make sure of it in the game.
The only things i can successfully edit in game are the players themselves. If i go to mesut ozil and up his rating some 3 points, then i can save, exit to main menu, then go back to him and he is still successfully changed. I can do this with all players and continually save the edits and it works. So it works with the players but not with the teams. If i'm doing something wrong please tell me.