For possible causes see preferences are not saved, I would first check for a user.js file that could be overriding the preference.

Thanks for the reply. I followed the directions in the referenced article, but it did not help. But, it did spur my thought processes. I started looking for something that could lock down my configuration. I found out that the AVG toolbar apparently does just that. Once I disabled the toolbar I was able to change the keyword.URL. The toolbar is no longer on my system.

Thanks again.