my Blitz 99 wouldn't save settings either. I replaced the battery, then it was fine.
I too thought that since it had a hard drive that it would save the settings there, but it doesn't do that. make sure your battery socket's clean and that you replaced it with the right battery. I just used an extra CR2032 (my brain hurts, I think that's the right number) from my old MK1 board and it worked.