Why won't my private messaging stay on?

Sorry for such a mundane question, but I'm still unfamiliar with many of the workings of this board. I go to my profile, turn on the private messaging, and then at the bottom press a button (I forget what it says), and after pressing a button it says that might change was successful. Then I go to my previous post and there is the tiny logo for private messaging. I wake up in the morning and it's gone -- why?
Charis, eleos, kai eireenee para Theou (Grace, mercy, and peace from God, in ancient Koine Greek),
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