Mmm ...
If you have a runlime.bat then you downloaded the one from the official LW site right ?
(The first link I gave you )

Try deleting deleting the runlime.bat file I think that's the problem why it isn't remembering its settings .
And just run LW with Runlime.jar .

Making a shortcut to Runlime.jar is complicated , I will look it up it when I get back .
About to go to the movies with my girlfrend , were gonna watch "Behind Enemy Lines" .

I'll post again in a few hours , have to go now .