It's just silly. Why not just have to app to create some sort of settings.ini file in the root of the directory? That would allow automatic saving of last skin used and if something gets messed up, you can replace the bad settings file with a good one. Or manually edit it. I have played with this for only an hour so far, and I can't believe how ridiculous this is. It seems to store some file somewhere on the hard drive and it is hard to fix a problem if one occurs. One crash and it crashes every time you start the thing.
Looks like it could be a great player. That is, if the developer would make this small change.