How do I save SSBBrawl settings?

[videogamer555]

When I change settings such as the probability that a certain song will play on a given level, or change the battle type from timed to stock-match, I notice that when I turn of the game and turn it back on later, these settings are not saved. Is there a special menu to save these settings?

[ABloodyCanadian]

When you start the game, it should ask you if you want to make save data if there isn't already. If you don't, changes and progress you make won't be saved...