Setting T-CTCS on Baofeng UV-5R

I have a Baofeng UV-5R and have everything set up to communicate with my driving group (they use Channel 5, Privacy Code 9), except for my radio will not hold the T-CTCS of 91.5HZ, which is what is needed for the Privacy Code 9. I go into the Menu 13 and scroll to 91.5 and hit menu to confirm, but then it reverts right back to showing OFF. Can anyone help me with this?