Have you tried to sync the contacts in the Settings/ Accounts & Sync application on your device? Your device may not be set up to automatically sync when you make changes to your contact list. You can go to your Settings icon > Accounts & Sync > Select Google > Check (any/all options, Books, Contacts, Gmail, Calendar) > Select Sync Now.
If you still need assistance, please send me a Private Message, and I will be happy to help you!
I'm pretty sure that when you create a contact on your phone, it's created as a Windows Live contact. If you want the contact to exist in Google Contacts you will have to create a new contact using Google services on a PC.