If you type 'exit' at the prompt it will be there next time. If you hit the X it won't.

If you want to save it as a command you could create it as a script and then open Term and type ./myscript

To be further helpful if you need it:
type out the command with "echo " in front. Eg,
echo /the/full/command/typed here >psx4m.script

Then type chmod +x psx4m.script

So you can open a terminal and type ./psx4m.script