After you have modified your sample you may save it. Please note that saving will make the settings in the Sample Settings Dialog permanent. That is, if you have set the volume e.g. to a value of 50 in the sample settings dialog, the sample will be saved with this volume and you cannot make it louder again without loss of quality. To avoid this, you can set the volume to maximum in the sample settings dialog and leave the pan and pitch sliders neutral before starting to edit. After saving your sample you can change volume etc again.
You may think of the sample settings dialog as some kind of mixer whereas the sample editor really changes the sound source itself.