I had this same issue before. I forget how exactly I got rid of it, but I'll try to remember.
Try going to where you would normally uninsall a program and see if Bing shows up anywhere. Delete it immedatly. Sometimes when you download a program (.exe), they will ask you if you'd like Bing, Google, etc as your homepage. They'll also maybe ask if you'd like to install a toolbar. Click NO. Believe me, these will drive you insane. When I first got my PC, I downloaded something and it asked me if I'd like to install 'conduit' as my toolbar and homepage. Unknowingly, I said yes. It was some kind of virus thingy that I rid of shortly after. It took hours to get rid of the homepage problem though. -_- Secondly, try changing it again. It may work dis time. o^o
Next, go to another browser and see if you have the same problem. Change them there if you do.
(This is really all I remember, but if yew reply, I'll try to help mah best)
Gewd luck! ;_;