Auto-recording automatically records over itself every 2 (?) minutes by default. This is to prevent vast quantities of useless demos building up in your Demos folder. If you want to save a demo of the game you just played, press the F8 button. This will save it to autodemo0, then the next time it'll be autodemo1, etc etc. So you only get the demos you want, while left alone it won't create any extra files.
To increase the length of recording, go into your Soldat.ini (in the main Soldat folder) and search in the [GAME] section for Record_Time. Change the value to something higher. This is useful if you want to record whole matches, for example.