Also I wrote this tiny program to flush settings changes. I call it UpdateEnv. It's free. You can download here: Faves Downloads
If you hit it 3 or 4 times after making a registry setting or other change it can sometimes avoid having to log out, then back in, to get a setting to "stick."
Also I found some settings in Control Panel can be flaky. If I change a setting, often I close the control panel applet, then open it back up to make sure it didn't revert to the old setting.