Hi rbunker65
The settings in Trainz should automatically save when you change them. If they are not being retained then this indicates that something on your computer is preventing Trainz from being able to update the Trainz Asset Database.
In this case, please try the following.
Go into Window Explorer (or My Computer), and navigate to the Trainz folder, and right click on the 'TANE.exe' file, and click on 'properties', and then click on the tab called 'Compatibility'. Now set the Privilege Level to "Run this program as an administrator", then click on 'apply', then on 'Ok'.
Please also ensure that you have given Trainz full access in your firewall and anti-virus. Please try adding the 'TANE.exe' file as an exception in your firewall and anti-virus.
Regards