>>Also apart from what Al said, you must "Save and Re-boot " from the admin in the browser so that the router saves and reboots.
>>If the settings were just changed then It would be lost on power failure.
>
>What are the steps to reboot the router?

Try,

Opening the router in the Browse with its Ip usually 192.168.1.1 username : admin , password : admin ( although it might be different with your router check the manual)

Make a Configuration backup.
Make changes.
And atlast there will be a option to save/reboot ...

suhashegde