Install 6u10 FCS,
Open the Java Control Panel applet,
change setting(s),
click Apply button,
close Java applet,
open applet again -

all settings reverted back to defaults.

Java version -

java version "1.6.0_10"
Java(TM) SE Runtime Environment (build 1.6.0_10-b33)
Java HotSpot(TM) Client VM (build 11.0-b15, mixed mode, sharing)

On Vista only, but no such problem if install on Windows XP
customers reported back that the problem is still there on 6u11 and 6u12:

- which settings made through Java Control Panel were not saved;
  automatic update check schedule in JRE 6u11 and 6u12 is not saved on Vista.

- which Vista version was used;
  reproduced on Vista Home Basic and Home Premium

- the user type (administrator, etc.)
  default user with UAC on (admin with reduced rights)