Sound & Effects work in control panel only

When I apply sound or effects they work only when the control panel is open, I loose them right after closing. I do hit the apply button as was suggested in a reply to an earlier post by someone else having the same problem. I use Windows 7 premium version 32 bit.                                       I really love this program in-spite of a couple glitches.

Thank you,                                                                                                                                                                                                     Wilda