It would appear Word does not Save your modules. Should it ? Or how do you make sure it does?

Here's the steps I'm taking

1. Open my .docm file
2. Alt-F11 and insert a Module
3. Paste in some code
4. Click the save (Disk) icon.
5. Close Word.

Then I re-open the same docm file, and the module and code have vanished.
I'm not too familiar with Word, but I'm sure the above would save my work in Access or Excel.