On the nightly I have you do this. SVN 6271
How I tested it below on SVN 6271 and 10.05 both worked under Windows XP SP3
Set it the way you want.
View -> Prospective -> Save Current.
I leave the name the same as it defaults to being "Code::Blocks default".
Note: I exit right after saving and it worked on Windows XP
Under Windows 7 you might need to run Code::Blocks as Admin to get a good save.
Or, it might be another Windows 7 default folders related CB bug.
(On windows 7, you can not save config files in places allowed under XP)
Tim S.