If I try to set "boot at startup option" to "yes" on services like gdm, postfix and others, the option doesn't changes. It appears to change because the word "no" chages to "yes" but when y reenter to the Bootup and Shotdown actions page the option is unchaged but if I set the service to run in runlevel 2 with sysv-rc-conf utlitily, the options changes without problems. I am using Debian Squeeze.
Which Linux distribution and version are you running there?