Why ConfigParser can't write to file?

[Ricky]

I intend to use ConfigParser module to manage my INI file. I can use get to
retrieve data from my ini file, and use set to change option value in
Python, just in python, after I closed python, I found that all changes I
made in python lost. There is nothing altered in my ini file!

How can I make my ini file to be changed?

Thanks for any reply!