Right. Now maybe we're getting somewhere.

Phil, may I suggest that you select one of the FS9 default flights (from Select a Flight) & check the "Make this the default flight" box. Then click "Fly Now" to start the flight before quitting FS9. Now take a look at fs9.cfg to see if the change has been recorded.
If this doesn't work I can only assume that installing FS9 to a different drive or partition from the one that fs9.cfg is located DOES affect it somehow. I find this difficult to believe. Although fs9.cfg (& possibly the flights themselves) are in different locations on Win98/Me & WinXP I can't see how the OS can affect it.