You're positive you're playing the game from within a standard folder and not within a zipped .rar or .zip file?
Is this issue with settings not saving happening on any other games on your computer? I mean, I suppose that could happen if you have something like Deep Freeze
installed that keeps rolling back your computer's data.
"My options don't stay on Mania either. Plenty of disk space. Not set to Read Only."
What operating system are you running? I'll assume Windows XP for now.
Please humor me; right click on the folder containing all of SoRR's files (named SoRRv5 by default I believe) and select 'Properties'. Beside 'Attributes', if there's a black check mark or a grey check mark beside 'Read-Only', uncheck the box and hit 'Apply'. It should ask you if you want to apply the changes to just the folder or to the folder, subfolders and all files inside. Select the latter option (should be the one on the bottom) and hit 'Ok'.
Make sure you don't have any other instances of SoRR running in the background as they will override and shop things you buy or options you set I think (worse comes to worse reboot to make sure) and then try running SoRR and buying stuff/changing options. Then, close the game and re-open it.