I have the same issue right now on VMware, I can save settings myself, but first run is reseting settings and doing everything again until it doesn't work anymore and every time I restart it says that first time run failed.
Usually EVEPilot turns off and my EVE online client is on settings screen, and one time both of the applications were closed.
EDIT: I followed Troubleshooting at this link
www.macrolab-online.com/knowledgebase/in...htm#page=vmware.html , and one of those suggestions have fixed my issues.