I used FunKeys for a while, and found that they'd reset themselves from time to time (tho' not on every restart). Anyway, I found something much better, which was QuickStart. Do a search for it, and enjoy. It allows for assigning things to /any/ key, not just Fkeys, and you can even have it perform a series of commands. Quite handy (tho' frankly I used it for little more than just mapping application launching to the fkeys).
Of course, now I just use the OS9 Keyboard Control Panel.