This may sound completely idiotic - but are you sure you're not running off the live cd?
Make sure your CD drive is empty and reboot your PC. That way you are sure that you are booting from the hard disk. Now, create a text file or some other file and save it. Is it not there after a new reboot? What settings, specifically, are you losing? Also, what hardware do you run on (laptop/desktop, what model and did mint recognize everything successfully) ?