There have been several complaints about player settings/options not being correctly saved.
If you make a change to your settings while in our sever, it will not be saved to your player profile.
This isn't in just our server but most other servers as well.

Unlike COD and COD:UO there is no option to make a file server side only and not require the client to download the file. Until this problem is addressed in a patch, most servers as using the FS_Game setting.
This is lame workaround, to try and keep players from running into issues with conflicting mods or unpure clients. The unforunate side-effect is player settings are not saved if changed while on a server using the FS_Game setting.

What happens is, when you join our server, any files are downloaded to a subdirectory called mobclan under your COD2 directory. The problem with player setting not being saved is because the changes are now saved to your new profile in
COD2\mobclan\players\your profile
Where your real profile is located in
COD2\main\players\your profile
Now the next time you join any server, your profile is loaded from the real one under the \main directory & not the one you saved changes to, in this example \mobclan\players\profile

The simple way to fix this is make any changes you want to your game before joining a server.

You can read more about fs_game and why it's so important for servers to use here
http://www.iwnation.com/Forums/index.php?showtopic=16868