The current TG software is really touchy. It sounds like you are trying to make sensitive measurements. Before you enter TG mode, try setting your reference level to -30 dBm, then attenuator to 0 dB. Then enter TG mode, set reference level to 0 dB, store thru. This should keep the 0 dB attenuator setting and give you a flat response.
The new software will be so much better for this.