1. Open regedit and check for a DWORD value "
NoSaveSettings" in right-side pane under following keys:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
HKEY_USERS\.Default\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
HKEY_USERS\.Default\Software\Microsoft\Windows NT\CurrentVersion\Program Manager\Restrictions
The DWORD value must present in any of above mentioned locations, most probably in the last one.
2. Once you find the DWORD value, delete it and restart your system. It'll solve your problem and Windows will remember your desktop settings.