Not sure if anyone else has ran across this but I believe I found a solution... (hadn't seen this posted)
After opening mfdeploy.exe and attaching to the netduino
Select: Plugin>Debug>Reboot and Stop
At which point mfdeploy will allow you to configure your network settings as you would expect. I have to connect to my network and ping to be absolutely but disconnecting and reconnecting shows that the values that I entered are saved on the device.