I had this same problem, and I came across this forum while trying to track down an answer. I finally found the issue to be with the "Start In" field of the shortcut to the program that is in my Startup folder.

I had to set this "Start in" field to the location of the folder in which my program EXE resides. Now, everytime that I start up my computer (and the program automatically loads) it loads in the data and settings the way that it should.