Edit Options is arrived at by pressing Control-E, using the menu Options/Edit Options, or by right-clicking on the board and choosing Edit Options. Edit Options has five tabs:
On any of the tabs, you have the option of "OK," which saves the options you select ONLY until the program is closed. When the program is reopened, your old options will be used. If you decide you like the options, and wish to save them, you can choose Options/Save Options to save.
You also have the option of "Save," which saves your options, so that the next time you run the program, it will have those same options.
You also have the option to "Cancel," which will revert to whatever your options had been, and not save.