Your problem with needing to configure everytime is due to the common restricted access from Windows with it's directories. When you configure or set things, those settings are written to files. If those files are in a location where Windows is preventing changes to the files... Don't use "Program Files" for PCSX2.
You need to extract the binary package to the directory where you want PCSX2 to be. I suggest something like "C:\PCSX2\".
You need to extract the binary package to the directory where you want PCSX2 to be. I suggest something like "C:\PCSX2\".