Yeah, I always have this trouble - the function button control is a classic control panel (under the Keyboard control panel) but the changes persist under X.
So - go to the startup disk prefs and change to startup off classic - make sure the keyboard control panel will be loaded first - and reboot into OS 9 (I believe you do actually have to reboot, you can't just load the classic environment). Make the changes in the Keyboard control panel, and change your startup disk back to X and reboot.