You’re not doing anything wrong. The values that modAV change are different from the values that setAV changes and not all values able to be changed by setAV will remain that way after you reload your save. I can explain it in code faster than I can in English.
How SetAV acts:
#UnarmedDamage = 4
Player.SetAV UnarmedDamage 16
#UnarmedDamage = 16
#save and reload the file
#UnarmedDamage = 4
How ModAV acts in comparison:
#UnarmedDamage = 4
Player.ModAV UnarmedDamage 16
#UnarmedDamage = 20
Player.SetAV UnarmedDamage 40
#UnarmedDamage = 56
#save and reload the file
#UnarmedDamage = 20
But not all Actor Values will behave like UnarmedDamage. I don’t have a list of how each value acts but I can tell you that the Resistance AV’s will retain SetAV changes after a save and reload - you don’t have to modAV those. Use GetAV to double-check anything you change.
The PC version of Skyrim comes with the “Console” that I’m talking about in this topic. The Creation Kit for Skyrim will be released tomorrow. That’s what people used to make mods for the previous games. I don’t know if you will have to own Skyrim to use it. I play Skyrim on the 360 and with the help of Horizon I am able to mod it on the PC.