I have a game called Snood. (There are
several Snood games here, but I just have Snood for Windows. It's fun. Much better than FreeCell!) Upon first installing it, Catie and I played it a few times, and we set a list of high scores. But upon restarting the computer and playing again, no new high scores could be saved.
I threw an occasional tantrum about it for weeks, but tonight I got to the bottom of it: Windows Vista protects the preferences file, because it is stored in the Snood folder under Program Files on the hard drive. (And Windows Vista is very protective of the Program Files folder, so it won't let just any program save to it, and Snood is not on the VIP list.)
Luckily, Snood allows you to change where that file is saved in its "Game Preferences" menu, and it will write a new preferences file in the location you choose when you close the program. Vista has a "saved games" folder under each user's default folder, so that's where I told Snood to save its preferences file. Presto! I can save my settings now, and it remembers them!
(Alternatively, you can change the permissions or security settings on that file or folder, allowing Windows Vista to save changes to it. The instructions to do this are out there. Programs designed with Vista in mind have already done this for you.)
I only write this here because it should work for pretty much any program with a protected settings file, as long as the program allows you to change that file's location.