adjusting new captures when capturing tethered to a computer

Do you know how to apply my settings (white balance, exposure, contrast) to all new captures when I'm capturing tethered to a computer?

I do it as I was advised: shoot first image, adjust all necessary settings, leave the thumbnail highlighted and click "set as capture White Balance" icon on the White Balance tab but nothing happens. The next captures are not as I want them to be! Where do I make the mistake?

Cheers

Adam