The Apply Changes button only writes to the running-config file. To save the running-config to the startup-config, you can either issue the "copy run start" command from a telnet or console session or use the "Copy Configuration" radio button on the System/File Management/Copy Files page of the Web UI.

Thank you.  I missed that menu on the Web UI.  Does this mean that by saving a running config to the startup config via the Web UI  it would save the changes to all switches that are in a stacked unit?

Yes, the startup configuration will include the settings for all switches in the stack. The configuration for a stack is held by the Master unit. Once stacked, the slave switches do not utilize their local configuration files.