If you want your game settings to be saved after the program closes, you need to create a profile. Fuel uses Windows Live to create profiles. You don't need to have a Windows Live account in order to create a profile.
The following describes how to create local profiles from within Fuel.
Start the Fuel program and go to the main screen.

Figure 1. The Main Screen.
Press the Home button on your keyboard. This will open the windows live toolbar.

Figure 2. The Windows Live Toolbar
Click on Create a New Profile. This will open another window (shown below).

Figure 3. The Creating a Profile.
Scroll the new window down to the bottom, then click on the link that says create a local profile.
In the window that pops up, type in a name for your profile.
Press the Submit button. This creates the profile and begins using it.
Press the Done button.
Close Windows Live