Thanks for your post. This issue has been added to tracker.

Obviously, I'm not the same guy as in 2006, however, I was recently fighting with WinSCP to remember the Advanced Options checkbox.

I noticed this (in 4.2.8)...Open WinSCP, check the box then...

• Close WinSCP, it will forget you ever checked the box.
  
• Save any session (even a "temp") session...it will remember you checked the box.
  
• Open (Connect to) any session (even if you Cancel the connection)...it will remember you checked the box.

...so the only thing missing is saving on closing the window...(if you didn't do anything else that causes it to save automatically).

Once you enable the Advanced options and login at least once, you should see all the options on the next start up. Do you?

I would like WinSCP to remember that I'd checked "Advanced options" on the opening screen. Better yet, always show the "Advanced options" -I think it's kinda silly to just show half the options; causes more confusion, i.e. "there is no Connections tab!"