This is by design. I wanted there to be a way for the user to reset the GU if they messed things up too bad. If you are going to switch skins frequently, the easist thing to do is load a skin. Make all the changes you want. Then exit ZsnexBox. Copy the ZsnexBox25.ini into that skin folder and rename it to Zelda.ini or Metroid.ini.
This is what I do, so when i change skins, I don't have to set everything up again. The default skin settings are how things look perfect on my TV. A standard 480i 4:3 tv.
Does anyone else wish that Zsnexbox had a favorites folder like the Xport emulators do, maybe with the option of going to that favorites folder on launch as well.
I love Zsnexbox as much as anyone else, but it makes it much easier for my kids to use emulators on my box when it automatically goes to a list of games they are familiar with. I like having a wider collection of games at my disposal, but the kids.. well some people know how it is.. (at least I hope I'm not the only one here with kids)
I know it's kind of nitpicky, but hey, if the only problem I have with the emulator is the lack of a favorites folder...

nes6502, thanks for bringing the best windows SNES emulator to the Xbox.. you are a God amongst men..
Why not just put the games your kids are familiar with in the roms folder. It allways starts looking in D:\roms unless you change this in the ini. Then when you play you can browse to another folder that has all the games if you wanted to.
Or even better, just make a folder called "other" in the roms folder. Put all the favorite games in the roms folder and put everything else in this sub folder. It will allways start showing the favorites, and all the others are easilly accesable in the sub folder.