Editing A Brief Guide to Retroarch (section)

=== Global Configuration ===

The global configuration includes all non-core-specific settings (e.g. standard video, audio, and input settings). You can save your global configuration by going to "Main Menu" (the leftmost menu in the Sony-style "XMB" user interface), selecting "Configuration File", and then "Save Current Configuration". Please note that "Save New Configuration" will create a new configuration file that Retroarch will NOT load automatically; this option is mostly for users who will then work with the file manually, outside of Retroarch.

It is possible to have Retroarch automatically save the global configuration file whenever you quit, by going to "Settings", and activating "Save Configuration on Exit". This is generally not recommended, as it is possible to change settings within Retroarch that will cause it to crash or cease responding  to inputs immediately. If the app automatically saves this new configuration, you will have to manually edit the configuration files to get Retroarch working again. It's usually easier just to remember to save manually whenever you want to keep a change to your configuration.