You "write" to a custom setting the same as any other object, such as an account or an opportunity. For "list" settings, use the "name" attribute plus all the other fields you wish to set. For "heirarchy" settings, use the SetupOwnerId, which is either an organization ID, profile ID, or User ID. You can use Insert or Upsert to save those settings.
Custom settings is not for creating record ..
It stores the data of some fields related to one object. (custom setting object)
please cheack this link...
http://blog.jeffdouglas.com/2010/01/07/using-list-custom-settings-in-salesforce-com/
You "write" to a custom setting the same as any other object, such as an account or an opportunity. For "list" settings, use the "name" attribute plus all the other fields you wish to set. For "heirarchy" settings, use the SetupOwnerId, which is either an organization ID, profile ID, or User ID. You can use Insert or Upsert to save those settings.