Saves all user preferences in a custom file called a Preference Set.
These preferences can be loaded up later using Preferences > User Preferences > Load Preference Set.
Preference Set files are kept in C:\Documents and Settings\<username>\Application Data\Autodesk\AliasStudio\UserPrefs2009\Preference Sets. They have file extension .aps (Alias Preference Set). They contains the following components:
To save a Preference Set
The file browser opens.
Your settings are saved in the specified file.