I don't know if it happens to someone else:
When I save a data with "&" but when i check in the base it is stored as "&" not as "&".
Can someone explain this to me? Or why this happens?
It's a XSS protection. If you want to save & character without changing to &, then you may simply put this following code in Page_Load server event of your Add/Edit Page:
$this->YourFieldName->Raw = true; // adjust YourFieldName to your actual field name
That means, you are sure that field will contain the raw (original) data when will be saved into database.