thanks for the help.
Well, now VLC is saving most settings, but one remains most ilusive: when the option "MSN nowplaying" is enabled in preferences=>interface=>control interfaces, there is a field which reads "msn". I want to change it to "msnmsgr" so it will work with MSN live messenger but VLC doesn't remember this change. The first time I did it worked for a while but then it came to this. And there doesn't seem to be an option in the vlcrc file for the value in the field I described.
So far I've been able to get things right, eventually, but this apparent erratic behavior VLC has is really leaving a bad aftertaste...
In skinned interface right-click only works for a while after opening VLC, some options are sometimes not saved, doesn't remember if it was set to randomly play all tracks, etc