I searched round and couldnt find the appropriate place to ask.

Once ive run a command in xterm it sometimes remembers previous commands and when i open xterm and keep pressing the up key it shows a few previous commands.What can i type so it remembers a specific command when i open xterm?
e.g im running psx4m but it doesnt seem to keep that specific command in memory after running psx4m and closing xterm.

Any help appreciated