It should already be saving. A config file should be placed in %localappdata% with all your selected criteria, volume, and notification settings.
It's a new file for every version, so updates will reset everything, and the default behavior in .NET is apparently to hash the settings folder with the location and name of the exe, so moving the program resets it as well (edlaunch.exe seems to do the same thing). Something I want to address soon.
OK, I'll bet that's what was happening-- I was only restarting it when running a new version. Thanks!