When I try to change the graphic settings the game states I need to restart for them to take effect. Not uncommon, other games do this. Only when I change the settings, exit to windows, and restart, they are back to the default settings. So I change them back, and the game asks me to restart for the settings to take effect, and...you get the idea.

How do I get the settings to stay? I have a good computer and want the highest settings :(

I noticed this as well. It only saves the settings if the settings change "worked". What I ended up doing (and yes I found it quite tedious and annoying) was change things one at a time until I discovered the one that wasn't working then left that alone while changing everything else.