Digital BW, The Print

My problem is that my selection (Matte Heavyweight) paper doesn't 
seem to "stick" - it someehow is reverting to the defaiult of 'Plain 
paper' after I exit the Properties and go back to Print Options to 
hit the Print button
Why/how does it 'kick' out of the setting I've made? I'm wasting 
paper :-(

Photoshop 6 (I could use 7) and Windoze 98SE.

After I prepare my image and load the appropriate curve (Paul's), I 
then go to Print Options to see the image position on the paper. 
From there I go to Page Setup & then Prperties to select my choices: 
Main tab:
Media Type= Matte heavyweight
Ink=Color
Mode= Custom
Advanced> and do all the other stuff (color controls, 1440dpi, error 
diffusion, high speed Off, etc)
Paper tab:
paper size
Orientation etc

Thanks for help - I hope it's just a simple silly error on my part
Frank