Wireless shutter release issues?

I had been using a cable release until it went down for the count last week. I picked up a wireless and now a couple things are happening that I haven't figured out. I have my D5000 set up so AE-L is used for focus and the shutter 1/2 depressed locks exposure. When I press the wireless release the lens refocuses before it takes the shot. It seems to be still hunting when the shutter is released. Yesterday only a couple out of 36 images were in focus. I haven't tried it in MF. But it doesn't matter, something isn't right. Secondly, the shutter setting won't stay on remote. Everytime I turn the camera off I have to reselect the remote setting.

Thanks for any input.

I can't address the focus issue for sure, but I'm wondering if the camera doesn't have to be set so that 1/2 press of the shutter release both focuses and sets exposure.

Remote mode is canceled whenever you shut the camera off. No way around that. You can set (via the menu) the length of time remote mode stays active (up to 15 minutes) while the camera is on, however.