I can't help continue thinking that there is something wrong with your settings-file as the error occurs only after a file is played. (Or with your rights under Windows for the folder concerned). BS.Player has a number of "remember"-items (sometimes to be switched off by a "don't remember"-option), which are most likely stored on exit.
But I've noticed your version is a "PRO"-version, so - assuming it is a "legal" version - you are entitled to direct support by BS.Player-team.
In this connection I would advise you to contact them through the contact form:
http://www.bsplayer.com/en/contact_us/
(Alternatively you can send them an e-mail at
customer.support@bsplayer.com )