This is one of the main reasons why I suggested earlier that you should avoid placing your own actions inside any of the action sets that Photoshop comes with.
So if you record or edit an action and want to save it (which of course you'll want to do), you'll need to select and save the entire action set. Photoshop does not allow us to save individual actions. Thankfully, Adobe has made it easy for us to save our actions, although there is one thing you need to be aware of. If you've taken the time to record an action in Photoshop, or you've edited an existing action, you're going to want to save it, otherwise you run the risk if losing it if Photoshop decides to crash on you.