Thanks for all the tips!
Just to make something clear, I only had one hard drive on the Promise Ultra66 card. The other hard drive and optical drives were using the onboard ide/33 channels. The drive on the Promise was always at 66 and there is no DMA checkbox for that drive, which is normal.
peemo: That's exactly what's happening. So I thought it might be caused by the Promise card itself or its drivers, so I took out the card and presto, DMA boxes stay checked now!
403Forbidden: Thanks for the tip, I tried changing the information in the BIOS from Auto to Manual so I could change the parameters, but when I did Windows wouldn't boot. So for now I am going to live with ata/33 until I get a mobo with onboard ata/66.
Thanks for the help everyone. By the way, do any of you know why playing a music cd would cause mouse lag in DOS games? Specifically: C&C: Red Alert and Duke Nukem 3D.
Thanks,
mrhair