Why does the music on my iPhone dissapear?

Ok, so I updated my iPhone to the latest iOS which is 6.1.3 and the one I had before was 4.3.2 I believe. I have restored all my apps and pictures. My music is ther too, but only when I select the "user's Library" under the "Shared" tab in the music app. The songs play and everything but when I close iTunes on my computer, the music dissapears on my iPhone. Is there any way that I can permenantly save all of my music files onto my iPhone? Thanks guys@