I haven't used 1.0rc2 in quite a while, but if I recall correctly the settings are saved under Documents and Settings/<username>/CodeBlocks.
You need four things to run a nightly build:
- 7Zip (or another program that can read .7z files, such as WinRAR)
- mingwm10.dll (comes with MinGW, found in your MinGW/bin or CodeBlocks/bin directory)
- wxmsw26u_gcc_cb.dll (a download link is provided in the Nightly Builds forum)
- The nightly build itself (again, a download link in the Nightly Builds forum)
So basically just install 7Zip if you haven't already, download the nightly build and put it wherever you want, and put the two dlls in the same directory as the nightly build.