Look under Starry Night's Go menu - these items are SNF files, and you can add your own to this menu simply by dropping them into the Go folder inside the Starry Night Data folder. I have tried saving particular settings as the default. But under each of these methods, some of the items Dick mentioned do not appear to be saved as they were displayed on the screen when I saved them.
Direction is one.
SNP always starts up looking south although I have saved it while looking north. Mine always comes up as 3 minutes although I always set it to 1 minute. Actually, the 100 degree FOV is one of the only options that seems to be saved correctly. The version is Windows 3.1.0c.