slave mysql configuration is not stored EDIT
It seems that the problem is with my SSH connection, so I created a different question on serverfault. From what I understand so far, it that this problem is caused from the fact that the port forwarding is not established properly.  

Original question
I am trying to create a master-slave sync between two Mysql instances. After a lot of work, I at least have two running servers (since I had so many problems that most of the times I was breaking something). 
Now, on my slave my.cnf file I have 


  server-id               = 155
  log_bin                 =
  /var/log/mysql/mysql-bin.log
  master-host = 127.0.0.1
  master-user =
  masterUser
  master-password = masterpassword
  master-port = 3336
  (I am using port forwarding, so that why I use 127.0.0.1 as host)


The problem is that when I ask for the slave's id I get 0

mysqld --help --verbose |grep server-id



  replicate-same-server-id                          FALSE
  server-id                                         0


and

mysql&gt; SHOW VARIABLES LIKE 'server_id';



  +---------------+-------+
  | Variable_name | Value |
  +---------------+-------+
  | server_id     | 0     |
  +---------------+-------+


The file I am using is the proper file, since when I added this


  [mysqld]
  collation-server = utf8_unicode_ci
  init-connect='SET NAMES utf8'
  character-set-server = utf8


the result of  mysqld --help --verbose |grep character-set-server
changed from 


  character-set-server                              latin1  


to


  character-set-server                              utf8


Thanks in advance
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.