See:

• http://kb.mozillazine.org/Preferences_not_saved
• https://support.mozilla.com/kb/Preferences+are+not+saved

Do a malware check with some malware scanning programs on the Windows computer.
You need to scan with all programs because each program detects different malware.
Make sure that you update each program to get the latest version of their databases before doing a scan.

• http://www.malwarebytes.org/mbam.php - Malwarebytes' Anti-Malware
• http://www.superantispyware.com/ - SuperAntispyware
• http://www.microsoft.com/windows/products/winfamily/defender/default.mspx - Windows Defender: Home Page
• http://www.safer-networking.org/en/index.html - Spybot Search & Destroy
• http://www.lavasoft.com/products/ad_aware_free.php - Ad-Aware Free

See also:

• "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked

Thanks a lot for your help cor-el. I managed to fix the problem by clearing the unwanted url from all .js files in the profile folder C:\Users\..\AppData\Roaming\Mozilla\Firefox\Profiles\tren4gvs.default.

I deleted the file sessionstore.js and put the correct home page in prefs.js and user.js. The files were all writable, I suspect the problem was that prefs.js was updated from either user.js or sessionstore.js on startup thus overwriting my change in the UI.

Either way it seems to be all good now, the most important is that the changes in preferences were not being made by any background virus program as I suspected earlier.

Open your profile folder:

       At the top of the Firefox window, click on the Firefox button, go over to the Help menu (on Windows XP, click on the Help menu) and select Troubleshooting Information. The Troubleshooting Information tab will open.
       Under the Application Basics section, click on Open Containing Folder. A window with your profile files will open.
       Note: If you are unable to open or use Fire​fox, follow the instructions in Finding your profile without opening Firefox.

   At the top of the Firefox window, click on the Firefox button (File menu in Windows XP) and then click Exit.
   Open the file user.js with a text editor (like Notepad).
       If there is no user.js file, these steps won't help you. 
   Remove the lines for the options you want to be able to change. You can delete all the lines if you want to be able to change everything.( I just put in googles web address)
   Save the file and close the text editor.