Cisco 806 - Rate Limiting and Packet Shaping capabilities...

I have a Cisco 806 router/firewall and have been playing around with
the rate-limit and traffic-shape commands as well as various
policy-map and class-map options - I found some tutorials on the Cisco
site regarding how to use them.

It would appear that either I'm not implementing some of them
properly, or the 806 just doesn't support some of this functionality.
Can anyone elaborate on the state of support for these features
currently with this model? Some commands seem to take without a
problem, but don't actually work. Others take the command but it
never updates the running-config with my change. One command works on
the internal interface, but seems to have no effect on the external
interface.

I'm currently running the following IOS version:
IOS (tm) C806 Software (C806-K9OSY6-M), Version 12.2(15)T, RELEASE
SOFTWARE (fc1)

I understand this is upgraded to the highest level edition of the
software and memory is maxed at 32MB, so everything should be here.

Any help would be appreciated -- if anyone cares to help me get my
config right, I can go into details on what I need to do with it...

Thanks,
--Chris