>What you are describing is exactly how it works. The last one saved will determine the settings. So you have to close all but one, then make the change and close that. After you do that, the setting will be there every time you open VS.
>
>Glad you have it working now.

The InPrivate option of the browser was causing this. I had to download a .reg file to add an entry in the registry to turn that OFF. Basically, as soon as one instance of the browser was loaded, the first capture was working. But, as soon as I tried to do another capture, the InPrivate option of the browser was kicking in. After having run the .reg file, the new key has been added to the registry and this has resolved the issue. Now, as to know what caused this, I don't know. But, I know it is related to a specific key combination I hit a few days ago which enabled that option.