Changing require password time field

my pc won't let them change the option to specify the amount of time needed until a password is needed to unlock the computer after sleep or screensaver begins. What'll happen is that they'll be in the security and privacy section of system preferences where this option is, change it to the option they want it to be (in this case immediately), and then after entering their password the option won't stick. The same thing will happen as well if they authenticate first using the little lock icon in the bottom left of that preferences pane. If they do that first and try to change said option, it won't change to the option that is selected in that case either.