Is there any error or notification box in the top (usually in red or blue)? Are all the other settings saving, or is it just that one value that doesn't set? Also, are you trying to set all the values, or just one at a time.. generally, you need to setup all the values at once. If some setting is incorrect, Facebook may reject all the settings though, which can be annoying.
Let me know any more information, and we'll gladly help however we can.
Thanks,
Alex