Finally, there is progress regarding this issue. The Okular team has one student project in Google SOC 2011 in order to implement this.

Poppler already supports writing annotations to a PDF document, what's exactly the SoC project about?

@Carlos: Maybe I understood the description of the SOC project wrong, but it seems that the student is not aware that Poppler supports writing annotations to a PDF document.
By the way, if Poppler is able to do this, why is this bug not yet closed? I am confused.

Here is the quote of the SOC project:
"A proposal for enabling Okular to edit annotations stored inside PDF files and also to make the Okular's own system of external annotations more practical and less confusing to use. The backend part of the work will be done in the Poppler library that Okular uses to access documents, the user interface will be done in Okular."
http://www.google-melange.com/gsoc/project/google/gsoc2011/petrmej/14001

(In reply to comment #3)
> @Carlos: Maybe I understood the description of the SOC project wrong, but it
> seems that the student is not aware that Poppler supports writing annotations
> to a PDF document.
> By the way, if Poppler is able to do this, why is this bug not yet closed? I am
> confused.

Probably because we had forgotten this bug :-P

> Here is the quote of the SOC project:
> "A proposal for enabling Okular to edit annotations stored inside PDF files and
> also to make the Okular's own system of external annotations more practical and
> less confusing to use. The backend part of the work will be done in the Poppler
> library that Okular uses to access documents, the user interface will be done
> in Okular."
> http://www.google-melange.com/gsoc/project/google/gsoc2011/petrmej/14001

Well, AFAIK okular doesn't use poppler to save annotations, it still uses its own xml file, I guess the project is more about okular than poppler, to use poppler to save the annots, I don't know.

Closing this bug now to avoid more confusions.