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Every time, or just once?
If it only happens once, and you can then change the settings fine with no popup the next time you open SimPE, you should be good. If you get the popup every time, it appears
SimPE has issues with saving the file.
Are you using the "install" or "no-install" version of SimPE, and which version are you using?
Have you tried installing
SimPE somewhere else than in the Downloads section of your computer, for instance in Documents? That folder (C:\Users\[NAME]\Downloads) can on occasion be a tiny bit iffy with programs.