More than likely the TV is in the "retail" mode which intentionally reverts to the "vivid" mode after a short period of time on the other settings, deemed best for retailer display puposes.
Follow the "return to factory settings" instructions found in the operators manual, pg 21 of KDL52S5100. Only the first half of the instructions are needed to put the TV in "home" mode, the 2nd slection to make after "language. After you have slected "home" I do not beleiev you need to any go further into the setup menu.
"Turn the TV on. Press and hold the "^" (up arrow) button on the remote and then push the "Power" button on the TV. Release the "up" arrow."
You should now be back to start, select langauge and home mode and then exit.
You now should be good to go and your picture mode selections should now stay put.
Sony has live tech help "chat" and I would suggest using them if this doesn't get it done - but I'm 99.95% sure this is your fix.
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Problem solved! Thank You, Peace.
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