Sorry, but what you describe does not really make sense. There must be details to what you set and and did that are not obvious from your post.
When you select a value from a "use values from field" value list, the value specified in the "first field" column is indeed entered into a field in your database and this is a "permanent change". So make sure that the Primary Key value is specified as the "First Field" value.
But if you change the values listed in the value list, this does not change any data entered into your fields by previous use of this value list.
I have two free resources that you can take a look at that deal with value lists in great detail and which cover many different options:
Adventures in FileMaking #1 - Conditional Value Lists (includes details on how to set up a basic field based value list)
Adventures in FileMaking #2 - Enhanced Value Selection (what to do when a simple value list won't cut it.)