Helping people with computers... one answer at a time.
If you can't change it, your browser home page could be protected by anti-spyware software or it could be spyware itself getting in the way.
Why can't I set my internet home page to what I want?
It depends on "how" you can't.
If you can change your home page and later it changes back to something else then you probably have spyware.
If you can't change your home page - the option is greyed out - then you may have spyware or if you're in a corporate or other controlled environment then you may not have permission to do so.
In any case, spyware is the top suspect, so I'd run a spyware checker right away.