Should I uninstall the software and reinstall it?
no, that will make no difference.
it sounds like maybe the running instance of screenshot captor is having a hard time saving anything -- like maybe it can't even write it's options to file.
try restarting the program, changing some options, exiting.
then restart, are any of your changes saved?
did you do anything unusual to install screenshot captor? are you using standard installer or portable version? did you copy your settings from another machine? etc.