I'm trying to enhance the settings, example Gfadenear 5000 in the control panel.
But when I check the setting in the game using the console it shows the default value and not the value I entered. Why do the settings not take effect?
The only way I can make them take effect is to manually load a file in the console every time I start the game.
Thanks,

If you're using Vista or 7 I think you might need to run the Control Panel as an administrator (you can get to this option by right clicking it).

Using XP :P

Make sure to click on save in the control panel for any changes to take effect.