To store data there are roughly two methods.
One method is to use the registry:
Benefits:
+ no extra file needed
Disadvantages:
+ Can't be easy exported/imported or changed by newbies
+ There are certain (unwritten) rules you must follow; you can't go storing data for your application wherever you like.
+ More and more the registry will get messed up with leftovers from bad written programs (also, the bigger the registry, the slower your PC will start up!)
Another method is to use a file:
Benefits:
+ You can write your own data storage format as you like (binary/textual/whatever).
+ You could use the known INI format to store data
+ Easy exported/imported/changed
+ The user can be certain that whenever he moves/deletes the application, all data and files are moved/deleted with it
Disadvantages:
+ an extra file could be needed (the file to store the data in)*
If you want to stick to an INI-file:
http://www.functionx.com/bcb/howto/inifile.htm
http://www.codeguru.com/Cpp/W-P/files/inifiles/article.php/c4455/
Although many people could say INI-files is something from the past, they are still much prefered and used by many others because of their easyness to create and handle (both by the programmer as by the user); you _know_ what the application changes, etc... Personally I also hate it when I'm never certain of what an application stores/changes what and where in the registry (Also, often things get left in the registry because of errors, etc. making it one big mess).
* PS: why I said "could be needed"? Because you could write a storage system where the actual exe-file is used as a storage file (eg: resources or other data added to the actual file). Of course in that case, the easnyess of using an extra textbased file will be gone.
/ 
