Bless you andrewilly. I tried it with the alpha version and this time when I restarted it didn't happen the app stayed installed.
And for the record my phone is not rooted. I have a tablet that is so I could use the Blu tooth to run a ps3 controller but I have not rooted this phone.
It was like after a restart the app disappeared as if I never installed it in the first place. After reinstalling even my playlists I had set up were gone. The music was still there of course.
Thank you for the help. Very weird.