It was "Read Only", and I changed it so everything wasn't "Read Only", but it still refuses to stay set.
Then we try reverse psychology. Set the file so it is not read only first, then edit the config using notepad or Metapad, save and close it. Open it up one more time to see if your settings are still there, if so, you're good. Last, set the file as read only again, but this time with the settings you want.
I neglected to ask, are you using Vista or 7? Sometimes the config files are not stored in the same folder as they once did in XP. Vista, and 7 I think, store the config files in a copy directory location in your VirtualStore folder.
If this is the case, you can edit the one in your regular Program Files folder all day long and it won't make a bit of difference, the game isn't even using that one, or shouldn't be. Be sure to check in the VirtualStore folder to see if the config file the the game is actually using is there.