That's because the partition layout on the I9100 is different to other phones; recovery is 'baked' into the kernel & not in a separate partition. So that's why when you flash a recovery independently, the recovery will revert to stock recovery (or whatever custom recovery the custom kernel you're currently running has) when you reboot.
You need to flash a custom kernel which will give you a rooted phone + permanent CWM; PhilZ seems to be easy (search for the thread).
If you want a specific CWM version, you'll need to flash a kernel that has it.
If it's important enough to cause you grief if it's lost, back it up. No excuses
Trolling for thanks is lame
Does Samsung's auto-brightness implementation crap drive you to self-harm ? A solution !
Failure to search is the leading cause of male impotence on XDA
If you don't know how to recover if things go wrong, what are you doing flashing custom roms ?