Blender 2.5 won't save settings or recent files

I have the build from here: http://www.yafaray.org/community/forum/viewtopic.php?f=16&t=3520 which includes Yafaray. I’m running windows 7 32 bit. Whenever I open blender I have to reset my user preferences e.g. emulate numpad, even after opening a .blend file and no recent files are ever shown. Don’t know what’s wrong…

Did you save your user preference changes a your default (Ctrl+U)

Yeah, I try that every time but it doesn’t seem to help.