How did you set the transitions? What transitions are you selecting? What
happens to them? Do they all not stay, or do only some of them not stay? Is
this after you save the file and reopen it, or are you opening the file on a
different computer, or do the transitions immediately not work or what?
Which version of PowerPoint are you using?
Remember, we can't see what's happening there; you have to fill in those
blanks for us.