When are preferences and where saved ?

I wonder why my current GUI preferences (in WinXP) not permanently saved.
As an example I set in Capture->Interface->XXXIF->Prepare->Hide capture info dialog

When I exit Ethereal and re-open it then the check before this option is cleared again.
Why ?

Reading the doc I know that such settings should be saved in files
called %ETHEREAL%\ethereal.conf, %APPDATA%\Ethereal\preferences or
%APPDATA%\Ethereal\recent.

But there are no files in these locations.

Furthermore I searched all my partitions for these files - without success.

Why?

On the other side Ethereal seems to work fine. Only my settings are not stored permanently.

By the way:
Is there a way to move all files (if they would exist) from %APPDATA%\Ethereal\* 
to a new folder %ETHEREAL%\mysettings  ?



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