Thats because you forgot to save the PSD file. The PSD file is the file that saves all the layers, text effects etc. If you save this file you will be able to edit it later on then save it as a JPG once you have edited it.
To save as a PSD:
- Create a signature / image
- Press "File>Save As..." once you have finished it
- Make sure the file format is set to PSD
- Choose a name for it, press save
- Then choose "File>Save As..." a second time
- Save the file as JPG so that you can post it like you normally do
To edit a PSD file:
- Open the saved PSD file of the fil you wish to edit
- Edit whatever you want to edit
- Save the file as a JPG, replacing the other version
- Also save the file back ontop of the PSD
Hope that helps