Dear Wei Hong,
Its a known issue, it's related to server security setting and urls in the html form on the settings page. In other words your server doesn't allow you to save urls, you can submit a ticket to the helpdesk we will try fix it for you,
also you can try to apply the below code changes (not a fix but workaround - better to fix it with hosting, but in most cases this should work)
1. admin/tpl/controllers/settings.tpl
Code:
Only registered members can view the code.
2. admin/controllers/settings.inc.php
PHP Code:
Only registered members can view the code.