OK, well Vista assumes that anyone who's not an administrator on the computer doesn't know anything, should only browse the web, and is only marginally capable of using a keyboard. In other words it won't let AH write the new settings to a file so we can use it next time. So to save your settings you need to run Aces High as an administrator (right click icon, select "run as ...").
We're recommending, however, that Vista users re-install Aces High outside the "Program Files" directory so that they can avoid all sorts of administrator related problems, both now and in the future. This one-time effort will save you countless headaches.
- sudz