Forgive me for asking, but are you sure you're clicking OK when you close
the Options dialog? I know I've asked myself that a lot because I open that
dialog so often to check on things that I've gotten into the habit of
clicking Cancel!

But if your options settings are not being saved, it's a good indication
that (a) you need to rebuild the Word Data key in the Registry (see
http://word.mvps.org/FAQs/AppErrors/MissingMenusEtc.htm) or (b) an add-in is
affecting the settings. The latter turned out to be the problem in my case
(I couldn't get the Smart Cut and Paste options settings to stick), and when
I tackled the author of the suspect add-in, he admitted it was at fault.

--
Suzanne S. Barnhill
Microsoft MVP (Word)