Grab a good text editor (like Notepad++) and edit mui_opts.c file in this way:
line 2856 and line 2666 MUST BE COMMENTED OUT:
//SaveSettingsFile(global, NULL, buffer);
//global = opts;
Re-compile MAMEUI as usual from scratch and now it will keep in memory and save to disk the "Default Game Options" settings to MAME.INI (and consequentially also to VERTICAL.INI and so on if you use and modify them)
This is a quick workaround until someone else (or maybe myself) will find a better fix. Consider that the "Directories" bug still remains for what are CORE folders (e.g. SAMPLES folder) but not for directories which are related only to the interface (e.g. FLYERS folder)
John IV, feel free to release a full source and another version of MAMEUI 0.153.