sorry about this, but the program doesn't 'remember' your previous settings when you re-run it, but rest assured the protection (block temp extracted executables) is STILL applied to regardless of the checkbox status when you re-run the program. the only time it wouldn't be is if, for example, you re-applied the protection with that box unchecked.
Just an FYI, that setting is unchecked by default for good reason - it can cause issues with other application installations (e.g. Firefox won't install with that option enabled, for example -- anything using 7zip self extraction really.) I honestly feel that this particular protection method is unnecessary and annoying. I really only still have the option available for the paranoid types (no offense) who, if they ran into a problem with an app installation or other issue, would understand that they should undo the protection temporarily. Unfortunately my best guess is that the majority of the people downloading CryptoPrevent may not be savvy enough to realize this, therefore by default it is left unchecked each time the program is run.