Are you able to make the other changes to the margins that you want?
I ask this because I recently had a similar problem whereby my default (normal.dot) was letter paper size with all the wrong margins and when I thought I'd changed them they were lost.
However, I could create another template, called say A4, with everything I wanted and the only hassle was in having to go through the silly template choosing routine (word 2002).
My problem arose from my deletion of the normal.dot template trying to fix some (now) long forgotten problem.
I ended up asking Microsoft for help - and got it - to fix it.