I actually had the same problem a week ago when I was installing XP Pro. For some reason, Windows kept changing the setting back when I rebooted. Soft restarts, and I saved the settings. I think it was because of system updates, but I'm note entirely sure.

EDIT: BTW, now that I'm on Vista, I must say I REALLY like how it uses RAM. Everything's sped up considerably, the system feels much more responsive. And to be honest, it's good to see 512 MB of RAM actually going to work at something.