Emulator settings should get saved automaticaly when you change emulators etc. If there is something that does not enabled the save it will be something that was added on the last version.

The option to create the NMS file is for if you edit the game list names from the program. eg I have Sega CD iso's and they only have short names so i edited the game list names to what I want, then create an NMS file so when I refresh the list I don't have to rename them again. And it's a lot simpler than writing an NMS file by hand.

I must get round to updating the help file at some point.......