Normally the setting is called 'Boost' and controls how much heat is released while they are active (normally from about 11pm to 6am). If you havent already, turn this setting down to its lowest, that way max heat will be kept in the bricks inside, although even new ones dont stay warm till the next evening.
My (old) storage heaters did the same, even with boost set to lowest level. They were just old and useless, not to mention dangerous as they overheated the kids at night (leaking heat). We gave up and had gas central heating fitted.
Will C, January 2008