So I have some settings that are of the user scope, but for some reason, they are not being saved to the .exe.config file. I do the following:
All user scope settings saved under application data with within a folder which indicates the version of your application and the name.
You can see these folders by clicking "synchronize" in your "application settings" dialog.
In Vista generally:
Done this way due to settings are related with current user and UAC. In Vista also you can see even the application-wide settings are not stored in the config file.
[CompanyName] and [ProductName] comes from your Assembly Information settings.