Hello from Paris,
I just got 2 Cisco 1841 and after successfully turn it to its default factory settings with 
rommon 1>confreg 0x2142
rommon 2> reset
router#>reload
answering no to “do you want to save configuration”
After that I rename the router in Router1 with ip on fa0/1 192.168.1.253 255.255.255.0
As I got a message in loop
*Jan 1 00:26:44.271: %ENVMON-3-FAN_FAILED: Fan 1 is malfunctioning
I got rid of it by Router1(config)#no logging console
And finally saved the config by Router1#write
and Router1# copy running-config startup-config
And guess what happens when I turn power off ?
I get the following message as if nothing was saved
Cisco 1841 (revision 6.0) with 176128K/20480K bytes of memory.
Processor board ID FCZ1023249G
2 FastEthernet interfaces
DRAM configuration is 64 bits wide with parity disabled.
191K bytes of NVRAM.
62720K bytes of ATA CompactFlash (Read/Write)
--- System Configuration Dialog ---
Would you like to enter the initial configuration dialog? [yes/no]: no
Press RETURN to get started!
*Jan 1 00:28:14.283: %ENVMON-3-FAN_FAILED: Fan 1 is malfunctioning
*Jan 1 00:28:44.287: %ENVMON-3-FAN_FAILED: Fan 1 is malfunctioning
*Jan 1 00:29:14.291: %ENVMON-3-FAN_FAILED: Fan 1 is malfunctioning
*Jan 1 00:29:44.295: %ENVMON-3-FAN_FAILED: Fan 1 is malfunctioning
**Router>**
Question : do you think the malfunctioning fan could be the cause of the impossibility to copy running config into startup-config ?
Did I miss anything else ?
Kind regards