Quote: The moment I 'x' out of the Configuration window, they don't seem to stick, because when I go back in everything was cleared right back to the way that it was before!if you literally click the x button, that's why. x means cancel. you need to click ok button on the bottom right to save.
try upgrading the emulator to the newest one too: http://buildbot.orphis.net/jpcsp/index.php
sonic stage support was removed a while ago due to new native at3/at3+ support, now there's not even an option for it.