I don't know about others, but the graphic option has never worked for me on test or live. This last live update converted mine to opengl for some reason. So if you can't get it to save from the graphic options, you can write it in again.
Most people probably know what you are using, but if unsure, it says at the top right corner of screen when you have logged on and gone to the character screen.
To change to directx9, go to pirates folder. Usually C
rogram files/Disney/Disney online/Pirates online.
Find the notepads marked, Game_api and Game_options.
Change pandagl to pandadx9 or 8 in both folders. If its working ok don't bother, but I know some people couldn't run it smoothly from the opengl.