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Every time it start up pcsx2 it gives me the first time configuration screens and this is not my first time using it. I go throught the configuration by when I exit and reopen it it still gives me the first time configuration screens. I am using pcsx2 0.9.7.

When you configure it for the first time in the first screen, set a custom folder like C:/Games/PCSX2 (both user data storage and application storage folder). That should take care of all your problems