slave mysql configuration is not stored
A few things to check:


Have you restarted the MySQL instance after setting the server-id variable in my.cnf? (Obvious, I know, but I have to ask!)
In which section of the my.cnf file have you added this variable? The [mysqld] section would be an appropriate place for it, I think. 
Do you have any other .cnf files that might overwrite your setting? Assuming Linux, a command such as mysqld --help --verbose | head -n 20 should give you some output which includes the files where mysqld is looking for default settings.