how come whenever I specify a Light to only light a specific thing it never does,.. I go back and check on it and its set to light all but everytime

Three ideas come to mind:

1. Are you sure you are adjusting this setting in the Influence tab for that particular light?
2. Could other lights be illuminating the object?
3. Are you certain you are closing out the Influence tab by selecting "OK" and not the "X"?

These are all basic questions and I am sure you are doing everything correctly but it's all I could think of.

1. yes
2. possibly
   3.yes

I saw you answered possibly to #2. I use this feature all the time and don't have a problem. If you use other lights, set them to 0 and see if the light you are specifiying does what it should. I use Vue 7 Infinite.

I use vue 7 infinite also, I had gone and set a bunch of lights to effect specific things then rendered didnt notice the effect looked @ them again and 90% of them had changed thier option it was weird

I'm not sure I can help with this specifically, but from what you've written here it sounds similar to problems I have at times when trying to change materials for leaves, that is, that the moment after I close the tab and go back to check it, it has either reverted or chosen another material already present in the scene and used it.  Also when changing the scale of objects in ecosystems I find that I need to change them several times before they actually stay as I want them.  Perhaps try doing the operation a couple of times and see if it works that way.

yeah thats pretty much the exact problem and I did change them several times I think It finally did take but it was annoying,...