Windows 7 Task bar does not auto hide

I just received my new computer with win7 and so far so good. One thing that is troubling is that the task bar will not auto-hide, even though it is selected. If I deselect it, apply, then select it and apply, it will drop down and come right back up.
With programs like media player and picture viewer, the controls are hidden and would be nice if auto hide would stay working. Windows 7 Professional.

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