Description of problem: redhat-config-securitylevel stores the config in /etc/sysconfig so that it shows "current" settings on next launch. anaconda doesn't store this info, so regardless of settings done in anaconda, redhat-config-securitylevel shows default "high" configuration.
Added code to write out the file that redhat-config-securitylevel looks at
Things look good with anaconda-8.0.94-0.20030130230242 and redhat-config-securitylevel-1.1.1-1.