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how do i save my setting because everytime i click okay and go and play a game and when i exist the setting seem to restart how do i change that

Try running PCSX2.exe as administrator. I'm not sure if it helps.

run as admin, don't install pcsx2 to program files or my docs, read the FAQ, use the search function, etc...

Wait a second when did 0.9.9 come out?

It didn't. 0.9.9 is a beta revision, which is provided as a constant update via the SVN download page.