You have to update your app.config file manually
// Load the app.config file
XmlDocument xml = new XmlDocument();
xml.Load(AppDomain.CurrentDomain.SetupInformation.ConfigurationFile);
// Do whatever you need, like modifying the appSettings section
// Save the new setting
xml.Save(AppDomain.CurrentDomain.SetupInformation.ConfigurationFile);
And then tell your application to reload any section you modified
ConfigurationManager.RefreshSection("appSettings");