This is a annoying bug: One can waste time discovering that one's changes weren't saved and then trying to convince IceMe to save them.
I found that after I manually created the file ~/.icewm/keys, IceMe began to work properly, showing the shortcuts defined therein and actually saving changes that I made with IceMe. I hope that this will not only suffice as a work-around, but also assist in pinpointing the bug. Love, -- Miciah <[EMAIL PROTECTED]>