Alice has trouble saving preferences if its installed in a directory it does not have write access to (e.g. Program Files).
There's 2 solutions to this:
1) Install alice somewhere else.
2) Edit the version.txt file to tell alice where to save. See
http://www.alice.org/index.php?page=...nload_alice2.2 for more info (under "networked machine") I suggest C:\Users\your user name\AppData