You first need to save a syscol.scl file by going to view -> display settings -> system colors and then file -> save in that dialog. Turn off the blended background in that dialog first adn you won't need to add it later.
i would advice to keep a copy of config.pro, config.win, tree.cfg and syscol.scl file so that you don't have to create it all the time. For the most often used ones (configuration options) you can create another config.pro and save it into this directory "<Drive>:\<ptc installation directory>\text" as mentioned by charleskim. This will allow you to get the most used option to be set even when you start pro e from a different working directory!