When you check the nooverlay option, make sure you Save.
Advanced options can also be set as a default. Settings -- Preferences -- General -- Interface. If you select Show advanced options, then Save, it will always open that way.
I went to your FAQ and found the answer, but I'm confused. Under Windows, add the --nooverlay option to the command line and use Prt Sc button to put a screenshot on your pasteboard. You can then paste this picture in a picture editor or a Word document or something. Where is the option to the comma...