#3 - Nov. 14, 2010, 9:22 p.m.
What operating system are you using, Sinisterbee? If you are running Windows Vista I would ask that you start the game using the World of Warcraft Launcher. When starting the game right click on the game icon, and select Run As Administrator. This will make sure that any settings you change in game are saved correctly.
As stated above it may be a simple permissions issue, if that is the case, the steps above should resolve your issue. :0)