Hi All,
Try this. I had this same problem on two of four laptops. For some reason, after updating to the current version of alsa, the asound.state file in /var/lib/alsa was missing. Check to see if it's there. If it's not, as root, create an empty text file named asound.state. After that reboot, set your volume levels, reboot again and see if the settings are saved.
Jeff