Action Options (shortcut keys) disappear

I'm setting up shortcut keys for actions on a new Mac Pro (the garbage can model). When I close photoshop then reopen it, the shortcuts are gone. The action is still there but the shortcut associated with it is gone.

Any ideas?

It's really that simple. Create action. In the actions menu, select the action and "action options". Create shortcut. Run action with shortcut. Close Photoshop. Reopen. It's gone.