Yup, same thing happened to me when I changed USB hubs, or had to exit with ALT F4, only mine is a TM Cougar. Make a copy of your particular .jsm file when you setup your controller the way you want it, and then if you lose the settings, just re-copy the backup to the original. The .jsm file is in your /settings folder, with the original (NOT setup) file in the stickdef folder. I copied all of my jsm files (I have CH Pro pedals) into backups, so if I lose them, it is relatively easy to recover them.
Darkdiz