Comment 4 for bug 146736

workaround found:

open ccsm, go to Preferences, and if gconf is selected as a back-end, then make sure that the checkbox "Enable integration into the desktop environment" is unchecked.
Now you change change the bindings.

According to this page:
http://wiki.compiz-fusion.org/CCSM#head-340a755b8f870831a20b51544a116f6dc4795735

When the above mentioned integration is enabled, compiz reads some values from gnome environment, and they are read-only (marked in blue).