Well, in your screenshot you've not actually increased any of your stats. It's not a traditional jrpg leveling game, but one where you buy each stat increase with your accumulated "xp". So you increase whatever stat (highlight it and use the action key (F IIRC)) then hit accept to confirm that increase.
Also, to head this off, using the mouse in the menu breaks it, only use the keyboard in the menu. There is a fix, but it's been a while since I've needed it so i don't recall the exact steps off the top of my head, and it's a fix you repeat each time you use the mouse in menus.