Persisting a live image changes to a new .iso

Scenario: I have an iso image that is a debian with a lot of things inside (webmail, phpmyadmin, forums) etc which I'm running inside VirtualBox. My problem is that the moment I restart my VM, all changes I make to it are gone. (I assume it's a live image of sort)

What I need to do is make changes to the image inside the VM (change some users for example, add some files) and be able to persist those changes either in the VM or make a copy of the entire system as an image to another place.

I tried exporting appliance in Vbox, but that requires the VM to be shut down, and that brings us to the main issue, where if I shut it down, all changes are gone. I also tried to dd /dev/sda and make a copy then turn it into a vdi, but there were two issues with that

1) My fdisk -l output is like this:

Disk /dev/sda: 12.7 GB, 12695109632 bytes
255 heads, 63 sectors/track, 1543 cylinders, total 24795136 sectors
Units = sectors of 1 * 512 = 512 bytes
Sector size (logical/physical): 512 bytes / 512 bytes
I/O size (minimum/optimal): 512 bytes / 512 bytes
Disk identifier: 0x00000000

Disk /dev/sda doesn't contain a valid partition table

And when I tried dd /dev/sda of=/mount/boot.raw and turned it into a VDI, the VM just gives me the error of "No bootable medium found"

Any solutions to what I'm trying to do?