Am I not supposed to set the gamma?

I’ve been playing with the gamma in my game to make it more vibrant and colorful. However, I noticed on my notebook that when I exit the game all my amd (well, ati on this old machine) color correction settings are lost. I have to go back into the catalyst control center and click “Reactivate ATI color controls” to re-enable them.

So is setting the gamma off limits? Is this a SDL problem, windows, or driver?