jjlweb, I'm not sure why it would be unchecking like that.
Make sure you have the latest version of PMPro installed.
It might be a plugin conflict. Try turning off other plugins one by one and let me know if this bug happens only when one of them is turned on.
Otherwise, if you sign up for support at http://www.paidmembershipspro.com/pricing/ and use the contact form to email me your WP admin user/pass and FTP credentials, I can take a look at your site, figure out what is going on, and fix it.