It should be remembered across sessions. The setting is stored in your wallet.dat.
1) does wallet also store proxy settings?
2) could i just have a .conf file in my application settings dierectory?
my problem is, that every time i try to access a port other than the proxy allows, somewhere in the sec dpt a light goes on.
last friday i was generating wallet files (start client, copy address, shutdown client, remove wallet, repeat) and saw that the client did not remeber the proxy settings neither. i had to unplug the network cable