Are you setting it from the print settings from inside the application you are printing from (for eg from word, just before you actually click print to print the document) or from the Printer's properties under "Printers and Devices"?
The first is usually only temporary settings for that print job and will revert back once done. The second would be system wide changes and should stick. They will look exactly the same though, and I have had many a user complain that their print settings were not sticking (similar to your issue).