Getting a plugin to store options

I am writing a plugin for version 2.5.1 (that’s what is being used in the corporate environment) and I have created an options page following the instructions at:

http://codex.wordpress.org/Creating_Options_Pages

The page looks great and even loads the options into the form. I can do everything I need to accept save the form. I get the message “Are you sure you want to do this?” with a link back to the options page.

I have searched this form and have seen the question asked many times, but never is there an answer. I am using WordPress MU 2.5.1 with no other plugins installed. Anyone have any suggestions for me – even if it is just a link to the answer. I just can’t find it.