by AverageJoe » Sun May 31, 2015 1:23 am
Where is your WoW folder installed to? If it's under the Program Files directory (E.g.: "C:\Program Files (x86)\World of Warcraft Classic") Windows might not allow changes to be made to the files upon logout.
Try cutting and pasting the World of Warcraft Classic folder directly onto the root letter drive, like this: C:\World of Warcraft Classic
Login, change some settings, logout and log back in and see if your settings are saved.