Photoshop Creative

I click on arrow beside "Shape", then the small arrow on the right in the box that shoes up to select a different group. When I click on a different group it says "Save changes to the current shapes before replacing them? Yes No Cancel" Why do I have to save them? Aren't they already saved when they came with Elements 5.

I have clicked yes to be on the safe side but don't know what to call it so it becomes Untitled....1, or 2, or now 3 if i click yes again. Will I lose all these shapes if I click No?

Help me please.

Got my answer on another board. Thanks. I will click no from now on. I won't lose anything.