W3C link checker wants trailing slash, WordPress admin won’t let me

I’m using the W3C link checker to validate parts of my site before it goes live.

The link checker gives me messages like this:

The links below are not broken, but the document does not use the exact URL.

http://server/wordpress/blog redirected to
http://server/wordpress/blog/
    What to do: Add a trailing slash to the URL.
    Response status code: 301 -> 200
    Response message: Moved Permanently -> OK

When I try to change the WordPress address and Blog address in general settings – to add the trailing slash – WordPress says that the changes were saved successfully, but when the page refreshes the trailing slashes aren’t there.

What can be done to fix this? It looks like the browser needs to fetch the page twice.

Thanks