Those settings are stored in the registry inder HKEY_CURRENT_USER\Software\Microsoft\VisualFoxPro\8.0\Options key. After you click on Set as default check data for value PATH under that key. Is it saved or not?
BTW, I don't have such problem.

>I just installed VFP 8, small problem:
>
>I set my search path in tools->Options->File location and click on save as default. Exit VFP, go back in and my search path in gone..!
>
>First bug found?