Is the game installed in the "Program Files" folder? If so, do not run the game normally as administrator or you will lose all your settings, skins, and custom sounds. You only need to use the "Run as administrator" option when you want to have the game auto-update itself.
I would strongly encourage any Vista/Windows 7 user who has the game installed in the "Program Files" folder to take this oppertunity to move it out of there.
Either that or turn off UAC (User Access Control).
We have no control on how Vista/Windows 7 moves files around. Your game performance is also suffering if you installed the game in the "Program Files" folder due to how Vista/Windows 7 snoops on all activity in that folder.