Sounds like you're either not using the gconf compiz backend or have integration disabled. Install compizconfig-settings-manager, to go System->Preferences->Advanced Desktop Effects Settings, click on Preferences, and tell me what it says for Backend and Integration.
It should be "GConf Configuration Backend" and "Enable integration into the desktop environment" should be ticked.
Sounds like you're either not using the gconf compiz backend or have integration disabled. Install compizconfig- settings- manager, to go System- >Preferences- >Advanced Desktop Effects Settings, click on Preferences, and tell me what it says for Backend and Integration.
It should be "GConf Configuration Backend" and "Enable integration into the desktop environment" should be ticked.