Does anyone watch Terminator: Sarah Connor Chronicles?

Ok I just watched the first 4 episodes and I dont know if I missed something here or not but this keeps irking me. Does what they do in the past not affect the future? There have been multiple instances where things that they do should affect the future but dont? For example, in the 4th episode with the shipment of Coaltan or whatever the metal is called, the female robot says that the fallout shelter where they are at towards the end of the episode is where she was created and thats what the Coltan is being stored that for. since they ended up destroying it though, wouldn't she not have been created and therefore cease to exist as she is now? There are other instances like this i just cant think of them at the moment.