D600 U1 & U2 Question

I just picked up a D600 and am trying to set it up for shooting. Very nice camera by the way.

Does the U1 and U2 setting not memorize what non-CPU lens you have it set to?

I am trying to assign lens number 1 to U1 and lens number 2 to U2.

That way I can jump back and forth between my 35 and 50 without having to wade through all the submenus every time I change lenses. U1 should be set up with the 35mm on Lens Number 1 and the 50 on U2 as Lens Number 2

For some reason it will not remember these settings.

Does anyone have a suggestion?

Thanks in advance