I've just set some innodb settings in my.cnf and restarted the server but they haven't taken effect.
What's the correct way to do this?
sudo vi /etc/mysql/my.cnf
saved the file, and then ran
sudo /etc/init.d/mysql restart
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without knowing more details of what you changed, and assuming your mysql reads the /etc/mysql/my.cnf file fine (I don't know Ubuntu), the only thing I can think of is where you placed the innodb settings. Are the settings in the [mysqld] group?
According to the manual : "You can place InnoDB options in the [mysqld] group of any option file that your server reads when it starts."
Look at this information in the MySQL reference: http://dev.mysql.com/doc/refman/5.1/en/option-files.html
It explains where MySQL looks for your cnf file. Use this info to confirm that MySQL is using the cnf file you think it is.