Saving the Console Setup?

Hi,
How does one save the Console setup?
My Console arrangement doesn't save when I choose the "duplicate current screen set".
I usually choose the number 1 (Main Screen) slot. But, when I reopen the project and try to load the saved Screen Set, it's not how I saved it at all.
Thanks again guys for all your help!
 

Lenses are the only thing that can override a screenset. So don't use a Lens and make sure to lock the screenset once you have arranged it the way you want. (Click on Screensets drop down menu and choose "Lock screenset").
Locking a screenset assures that your screenset will not be changed when switching to other screensets.

Thanks again Chcukebaby, but Sonar is still not saving my Console setup!
I set it up how I like it, choose Duplicate Current Screen Set To... and pick the #1 position. Then I choose the Lock/Unlock Screenset option in the Screenset Module. A little lock appears next to the #1 position in the dropdown menu. BUT, is still reverts to some random default order the next time I start the project.
What am I doing wrong? =(
Also you said not to use the Lenses, but I don't know how "not to use them". There's always one of the modes showing. Did you mean to just not to select anything from the list?
Thanks!