My Screen Recorder saves your Tuning settings when you exit. This sounds like you have a permission problem on your PC.
Make sure My Screen Recorder is not being blocked by your firewall or antivirus suite. Try temporarily disabling the antivirus software and run the software again. Run the tune audio wizard and exit the software.
If you are still having a problem, try running the software as administrator. Right click on the program icon and select 'Run as administrator'. Now try again, make your adjustments and exit the software normally. Your settings will be saved.