It sounds like you need to make sure to call DontDestroyOnLoad to keep your object in memory between level loads:
DontDestroyOnLoad(gameObjectToPreserve);
Also, the following code from your example will quit your application before it can load your "Opening Screen":
if(GUI.Button (new Rect (x, y, w, h), "Quit", buttonStyle))
{
Application.Quit();
Application.LoadLevel("Opening Screen");
}
Remove the line "Application.Quit()" if you intend to return to the opening screen. You won't see this problem in the editor's preview mode because Application.Quit() doesn't do anything there.