Live USB will not retain updates or changes
 

I have downloaded Mandriva's KDE 32 bit edition and using Mint + Unetbootin made a live USB successfully. It works but when I update it or try to install the missing flash codec, it doesn't remember it when it restarts. How do I make the changes persistent? Is there a setting that I need to use?

Yes instead of placing the OS on the drive with unetbootin actually install it as a fully functioning OS. Persistence on usb drives is mainly only for /home directories.Having said that considering firefox's setting etc are in /home if you make your /home persistent you should be fine. Take a look at PendriveLinux for more information.