Strange. VLC should forget all settings when you close it.
It doesn't, and I think I figured out the Equalizer thing. Try this:
Double click on the VLC icon on the desktop.
Open "Show extended Settings" Enable the Graphic Equalizer, and change the Preamp setting to a higher volume. Now, go to Tools>Preferences and click Save. Close VLC.
Equalizer will be enabled whenever you re-open VLC.
Drag an MP3 to the icon and it will play, and you will be able to hear the Preamp volume drop as soon as you open Extended Settings.